+5,565.6%
NSC vs UDR
+2,930.5%
+2,635.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -5.4% | +2.2% | -7.6% | -6.1% |
| 30D | +2.9% | +8.0% | -5.1% | +0.1% |
| 3M | -2.2% | -3.3% | +1.1% | -1.0% |
| 6M | +5.3% | +1.0% | +4.2% | +4.7% |
| YTD | +14.8% | +4.2% | +10.6% | +12.7% |
| 1Y | +16.6% | +10.8% | +5.7% | +11.9% |
| 3Y | +78.6% | +30.1% | +48.4% | +60.8% |
| 5Y | +27.2% | -18.9% | +46.1% | +34.1% |
| 10Y | +302.5% | +53.4% | +249.1% | +233.1% |
| All | +5,565.6% | +2,930.5% | +2,635.1% | +2,271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling