-76.2%
CAPR vs UDR
+47.6%
-123.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | -9.5% | -2.1% | -7.4% | -9.0% |
| 30D | +121.5% | -5.6% | +127.1% | +124.5% |
| 3M | -65.4% | -5.8% | -59.6% | -64.7% |
| 6M | -67.5% | -1.1% | -66.4% | -67.3% |
| YTD | -68.6% | +1.6% | -70.2% | -68.6% |
| 1Y | +42.7% | -2.7% | +45.3% | +44.2% |
| 3Y | +43.4% | +6.3% | +37.1% | +40.3% |
| 5Y | +86.0% | -19.3% | +105.4% | +94.2% |
| All | -76.2% | +47.6% | -123.7% | -77.5% |
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