+90.2%
NTR vs UDR
+25.9%
+64.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -1.3% | -3.5% | +2.2% | 0.0% |
| 30D | +16.8% | -5.3% | +22.1% | +19.1% |
| 3M | +20.7% | -9.5% | +30.3% | +24.9% |
| 6M | +0.5% | -0.7% | +1.2% | +0.1% |
| YTD | +29.2% | -1.2% | +30.4% | +28.7% |
| 1Y | +39.6% | -5.7% | +45.3% | +41.4% |
| 3Y | +37.9% | +3.7% | +34.1% | +31.4% |
| 5Y | +47.1% | -18.9% | +66.0% | +52.5% |
| All | +90.2% | +25.9% | +64.3% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling