-7.8%
UDR vs ZYBT
-58.9%
+51.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | -0.1% |
| 7D | -3.5% | -3.7% | +0.3% | -3.5% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | -9.5% | +72.2% | -81.8% | -9.7% |
| 6M | -0.7% | +103.1% | -103.8% | -1.3% |
| YTD | -1.2% | +34.8% | -36.0% | -1.4% |
| 1Y | -5.7% | -83.2% | +77.4% | -3.3% |
| All | -7.8% | -58.9% | +51.1% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling