+31.1%
CAPR vs UDR
-5.5%
+36.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -4.7% |
| 7D | -10.6% | -3.4% | -7.2% | -14.0% |
| 30D | +111.2% | -5.4% | +116.6% | +98.2% |
| 3M | -67.2% | -10.0% | -57.3% | -71.9% |
| 6M | -75.1% | -2.5% | -72.6% | -76.5% |
| YTD | -71.2% | -1.1% | -70.1% | -71.3% |
| 1Y | +31.1% | -3.9% | +35.0% | +48.0% |
| All | +31.1% | -5.5% | +36.7% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling