-9.7%
NOC vs UDR
-1.4%
-8.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.2% | -2.0% | -3.2% | -5.0% |
| 30D | -7.2% | -5.2% | -2.0% | -6.7% |
| 3M | -5.1% | -5.8% | +0.7% | -4.5% |
| 6M | -31.1% | -1.7% | -29.4% | -31.2% |
| YTD | -8.6% | +2.4% | -11.0% | -9.6% |
| 1Y | -9.7% | -2.1% | -7.6% | -10.2% |
| All | -9.7% | -1.4% | -8.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling