+171.2%
NTRA vs UDR
-20.1%
+191.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -0.9% |
| 7D | -0.5% | -3.4% | +2.9% | +1.4% |
| 30D | +4.3% | -5.4% | +9.7% | +7.4% |
| 3M | +50.6% | -10.0% | +60.6% | +58.9% |
| 6M | +63.9% | -2.5% | +66.5% | +65.0% |
| YTD | +42.4% | -1.1% | +43.5% | +41.5% |
| 1Y | +92.1% | -3.9% | +96.0% | +93.6% |
| 3Y | +501.7% | +3.4% | +498.3% | +465.4% |
| All | +171.2% | -20.1% | +191.3% | +211.7% |
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 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