+15,879.4%
NOC vs UDR
+2,856.1%
+13,023.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | -8.9% | -5.6% | -3.2% | -7.7% |
| 3M | -3.7% | -5.8% | +2.1% | -2.5% |
| 6M | -30.8% | -1.1% | -29.7% | -30.8% |
| YTD | -7.9% | +1.6% | -9.6% | -8.6% |
| 1Y | -9.4% | -2.7% | -6.8% | -9.3% |
| 3Y | +29.0% | +6.3% | +22.7% | +25.4% |
| 5Y | +56.1% | -19.3% | +75.4% | +60.1% |
| 10Y | +186.3% | +46.0% | +140.3% | +152.3% |
| All | +15,879.4% | +2,856.1% | +13,023.2% | +7,660.7% |
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