+19,691.7%
NTAP vs UDR
+1,311.9%
+18,379.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | -2.0% | +1.2% | +0.1% |
| 30D | -0.5% | -5.2% | +4.7% | +1.6% |
| 3M | +4.1% | -5.8% | +9.9% | +6.2% |
| 6M | +88.0% | -1.7% | +89.6% | +87.5% |
| YTD | +75.6% | +2.4% | +73.2% | +72.2% |
| 1Y | +58.9% | -2.1% | +61.0% | +58.5% |
| 3Y | +153.6% | +4.2% | +149.4% | +142.2% |
| 5Y | +127.6% | -20.0% | +147.6% | +140.2% |
| 10Y | +580.4% | +44.6% | +535.7% | +434.2% |
| All | +19,691.7% | +1,311.9% | +18,379.9% | +4,747.7% |
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