+19,285.3%
NTAP vs UDR
+1,326.0%
+17,959.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +7.2% | -0.4% | +7.6% | +7.3% |
| 30D | -18.4% | +7.8% | -26.1% | -21.1% |
| 3M | -11.3% | -2.8% | -8.5% | -10.6% |
| 6M | +53.8% | -1.4% | +55.2% | +53.0% |
| YTD | +72.0% | +3.4% | +68.6% | +67.3% |
| 1Y | +68.0% | +9.9% | +58.2% | +59.2% |
| 3Y | +149.5% | +28.5% | +121.0% | +117.4% |
| 5Y | +125.6% | -20.5% | +146.1% | +138.3% |
| 10Y | +583.1% | +54.2% | +528.9% | +421.0% |
| All | +19,285.3% | +1,326.0% | +17,959.3% | +4,611.2% |
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