+47.4%
NSC vs UDR
-19.6%
+67.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -2.0% | -3.5% | -4.6% |
| 30D | -3.2% | -5.2% | +2.0% | -0.9% |
| 3M | +7.7% | -5.8% | +13.5% | +10.5% |
| 6M | +4.5% | -1.7% | +6.2% | +5.0% |
| YTD | +15.6% | +2.4% | +13.2% | +13.8% |
| 1Y | +19.8% | -2.1% | +22.0% | +20.2% |
| 3Y | +70.1% | +4.2% | +65.9% | +64.4% |
| All | +47.4% | -19.6% | +67.1% | +55.8% |
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