+92.9%
NTRS vs UDR
-20.2%
+113.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +1.4% | -3.5% | +4.8% | +3.2% |
| 30D | -0.7% | -5.3% | +4.7% | +2.0% |
| 3M | +11.3% | -9.5% | +20.9% | +16.6% |
| 6M | +35.5% | -0.7% | +36.2% | +34.5% |
| YTD | +40.6% | -1.2% | +41.8% | +39.3% |
| 1Y | +49.2% | -5.7% | +55.0% | +51.5% |
| 3Y | +167.2% | +3.7% | +163.5% | +152.9% |
| All | +92.9% | -20.2% | +113.1% | +110.6% |
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