+32.6%
NET vs UDR
-17.6%
+50.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -5.3% |
| 7D | -16.4% | +7.2% | -23.6% | -20.9% |
| 30D | -25.8% | +10.5% | -36.3% | -31.6% |
| 3M | -11.5% | -2.3% | -9.3% | -10.6% |
| 6M | +18.9% | +4.0% | +14.9% | +12.9% |
| YTD | +35.2% | +5.6% | +29.6% | +25.1% |
| 1Y | +14.5% | +13.0% | +1.4% | -0.9% |
| 3Y | +313.8% | +26.9% | +286.9% | +186.3% |
| 5Y | +32.6% | -16.2% | +48.7% | +45.0% |
| All | +32.6% | -17.6% | +50.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling