+58.9%
NOC vs UDR
-20.3%
+79.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.8% | -3.4% | +1.6% | -1.0% |
| 30D | -9.4% | -5.4% | -4.0% | -8.3% |
| 3M | -3.8% | -10.0% | +6.1% | -1.7% |
| 6M | -28.8% | -2.5% | -26.2% | -28.5% |
| YTD | -7.9% | -1.1% | -6.8% | -8.1% |
| 1Y | -9.0% | -3.9% | -5.2% | -8.7% |
| 3Y | +29.1% | +3.4% | +25.6% | +26.5% |
| 5Y | +58.9% | -18.9% | +77.8% | +69.2% |
| All | +58.9% | -20.3% | +79.2% | +69.2% |
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 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