+230.2%
NXT vs UDR
-4.5%
+234.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -5.7% | -1.8% | -4.0% | -5.4% |
| 30D | +18.5% | +7.9% | +10.6% | +16.7% |
| 3M | -4.1% | -0.8% | -3.3% | -4.0% |
| 6M | -20.3% | 0.0% | -20.3% | -21.1% |
| YTD | +15.5% | +3.7% | +11.7% | +12.7% |
| 1Y | -5.0% | +8.5% | -13.5% | -8.7% |
| 3Y | +191.6% | +26.6% | +165.1% | +142.2% |
| All | +230.2% | -4.5% | +234.7% | +204.8% |
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