+78.6%
NSC vs UDR
+4.7%
+73.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -1.5% | -2.1% | +0.5% | -0.6% |
| 30D | -1.9% | -5.6% | +3.7% | +0.6% |
| 3M | +6.2% | -5.8% | +12.0% | +8.9% |
| 6M | +9.2% | -1.1% | +10.3% | +9.4% |
| YTD | +15.0% | +1.6% | +13.4% | +13.7% |
| 1Y | +21.1% | -2.7% | +23.8% | +21.9% |
| 3Y | +78.6% | +6.3% | +72.3% | +76.2% |
| All | +78.6% | +4.7% | +73.9% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling