+291.1%
NSC vs UDR
+53.3%
+237.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | +1.6% | -2.4% | +4.0% | +2.8% |
| 30D | +4.2% | +6.7% | -2.5% | +1.0% |
| 3M | -0.2% | -1.8% | +1.5% | +0.5% |
| 6M | +7.6% | -1.8% | +9.3% | +8.1% |
| YTD | +17.4% | +2.5% | +14.9% | +15.3% |
| 1Y | +18.3% | +7.9% | +10.4% | +13.3% |
| 3Y | +79.8% | +25.1% | +54.7% | +58.6% |
| 5Y | +34.3% | -21.2% | +55.5% | +45.3% |
| All | +291.1% | +53.3% | +237.8% | +240.1% |
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