+124.8%
NTAP vs UDR
-20.7%
+145.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.6% |
| 7D | +2.2% | -3.3% | +5.4% | +3.4% |
| 30D | -7.0% | -5.6% | -1.4% | -5.2% |
| 3M | +12.3% | -9.4% | +21.7% | +15.9% |
| 6M | +85.1% | -3.0% | +88.1% | +85.2% |
| YTD | +74.8% | -0.4% | +75.2% | +73.1% |
| 1Y | +52.7% | -5.1% | +57.8% | +54.0% |
| 3Y | +147.7% | +4.2% | +143.4% | +137.0% |
| 5Y | +124.8% | -19.5% | +144.3% | +148.8% |
| All | +124.8% | -20.7% | +145.5% | +148.8% |
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