+100.5%
NXT vs UDR
+4.7%
+95.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +2.9% | -2.1% | +4.9% | +3.3% |
| 30D | -17.2% | -5.6% | -11.6% | -16.4% |
| 3M | -32.0% | -5.8% | -26.2% | -31.6% |
| 6M | -15.8% | -1.1% | -14.6% | -16.6% |
| YTD | -1.9% | +1.6% | -3.5% | -4.0% |
| 1Y | +22.5% | -2.7% | +25.2% | +21.7% |
| 3Y | +100.5% | +6.3% | +94.2% | +67.0% |
| All | +100.5% | +4.7% | +95.9% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling