+24.4%
NSC vs UDR
-18.0%
+42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.3% |
| 7D | -6.6% | +3.0% | -9.6% | -7.9% |
| 30D | +2.2% | +10.3% | -8.1% | -2.3% |
| 3M | -6.2% | -2.9% | -3.3% | -5.0% |
| 6M | +1.7% | +0.3% | +1.4% | +1.2% |
| YTD | +12.2% | +3.8% | +8.4% | +9.7% |
| 1Y | +15.4% | +12.7% | +2.7% | +8.5% |
| 3Y | +73.3% | +27.6% | +45.8% | +52.3% |
| All | +24.4% | -18.0% | +42.3% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling