-7.8%
UDR vs ZYBT
-57.8%
+50.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -3.4% |
| 30D | -5.4% | -1.2% | -4.2% | -5.4% |
| 3M | -10.0% | +76.7% | -86.6% | -10.1% |
| 6M | -2.5% | +103.6% | -106.1% | -3.1% |
| YTD | -1.1% | +38.3% | -39.4% | -1.3% |
| 1Y | -3.9% | -84.7% | +80.8% | -1.2% |
| All | -7.8% | -57.8% | +50.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling