+149.4%
NTAP vs UDR
+4.1%
+145.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.8% |
| 7D | +2.2% | -3.3% | +5.4% | +3.0% |
| 30D | -7.0% | -5.6% | -1.4% | -5.7% |
| 3M | +12.3% | -9.4% | +21.7% | +14.9% |
| 6M | +85.1% | -3.0% | +88.1% | +84.7% |
| YTD | +74.8% | -0.4% | +75.2% | +73.1% |
| 1Y | +52.7% | -5.1% | +57.8% | +53.6% |
| All | +149.4% | +4.1% | +145.3% | +145.9% |
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