+715.5%
NYT vs UDR
+2,776.7%
-2,061.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -0.7% | -3.4% | +2.7% | +0.5% |
| 30D | +4.5% | -5.4% | +9.9% | +6.6% |
| 3M | -8.5% | -10.0% | +1.4% | -5.1% |
| 6M | -15.1% | -2.5% | -12.5% | -14.6% |
| YTD | -3.3% | -1.1% | -2.2% | -3.5% |
| 1Y | +17.0% | -3.9% | +20.9% | +17.8% |
| 3Y | +55.7% | +3.4% | +52.2% | +50.3% |
| 5Y | +38.9% | -18.9% | +57.7% | +45.3% |
| 10Y | +485.3% | +46.8% | +438.5% | +364.1% |
| All | +715.5% | +2,776.7% | -2,061.2% | +225.6% |
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 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