+481.9%
NYT vs UDR
+47.2%
+434.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.6% | -3.5% | +2.9% | +0.5% |
| 30D | +4.6% | -5.3% | +9.9% | +6.3% |
| 3M | -9.6% | -9.5% | 0.0% | -6.9% |
| 6M | -14.0% | -0.7% | -13.4% | -14.1% |
| YTD | -2.8% | -1.2% | -1.7% | -3.0% |
| 1Y | +15.6% | -5.7% | +21.3% | +17.0% |
| 3Y | +56.3% | +3.7% | +52.6% | +51.6% |
| 5Y | +39.5% | -18.9% | +58.4% | +44.8% |
| All | +481.9% | +47.2% | +434.8% | +446.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling