+1,735.1%
NTRA vs UDR
+65.2%
+1,669.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | +1.6% | -3.3% | +4.8% | +3.1% |
| 30D | +3.8% | -5.6% | +9.4% | +6.4% |
| 3M | +48.2% | -9.4% | +57.7% | +54.5% |
| 6M | +61.0% | -3.0% | +63.9% | +62.4% |
| YTD | +44.2% | -0.4% | +44.6% | +43.3% |
| 1Y | +87.3% | -5.1% | +92.4% | +90.0% |
| 3Y | +509.4% | +4.2% | +505.2% | +483.6% |
| 5Y | +175.1% | -19.5% | +194.6% | +195.5% |
| 10Y | +3,203.1% | +47.9% | +3,155.2% | +2,931.1% |
| All | +1,735.1% | +65.2% | +1,669.9% | +1,318.2% |
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