+16,860.8%
NOC vs UDR
+2,908.2%
+13,952.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | +4.8% | -0.4% | +5.2% | +4.9% |
| 30D | +11.0% | +7.8% | +3.3% | +9.1% |
| 3M | -3.8% | -2.8% | -1.0% | -3.2% |
| 6M | +0.6% | -1.4% | +2.1% | +0.8% |
| YTD | -2.3% | +3.4% | -5.7% | -3.5% |
| 1Y | +0.3% | +9.9% | -9.6% | -2.4% |
| 3Y | +24.6% | +28.5% | -3.9% | +15.9% |
| 5Y | +66.0% | -20.5% | +86.5% | +70.9% |
| 10Y | +161.2% | +54.2% | +106.9% | +127.5% |
| All | +16,860.8% | +2,908.2% | +13,952.6% | +8,098.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling