+90.9%
NTR vs UDR
+25.9%
+64.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.2% |
| 30D | +17.0% | -5.4% | +22.5% | +19.4% |
| 3M | +22.2% | -10.0% | +32.1% | +26.6% |
| 6M | +5.2% | -2.5% | +7.7% | +5.4% |
| YTD | +29.7% | -1.1% | +30.8% | +29.1% |
| 1Y | +39.4% | -3.9% | +43.3% | +40.1% |
| 3Y | +38.2% | +3.4% | +34.7% | +31.8% |
| 5Y | +47.6% | -18.9% | +66.5% | +53.0% |
| All | +90.9% | +25.9% | +64.9% | +61.3% |
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