+335.7%
NSC vs UDR
+44.7%
+291.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | -2.0% | -3.3% | +1.2% | -0.5% |
| 30D | -3.2% | -5.6% | +2.5% | -0.5% |
| 3M | +3.9% | -9.4% | +13.3% | +8.7% |
| 6M | +7.8% | -3.0% | +10.7% | +8.9% |
| YTD | +13.4% | -0.4% | +13.8% | +13.0% |
| 1Y | +20.3% | -5.1% | +25.5% | +22.5% |
| 3Y | +76.1% | +4.2% | +71.9% | +69.5% |
| 5Y | +45.0% | -19.5% | +64.5% | +55.0% |
| 10Y | +335.7% | +47.9% | +287.8% | +282.5% |
| All | +335.7% | +44.7% | +291.1% | +282.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling