-15.6%
Z vs UDR
+54.6%
-70.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | +0.8% | -0.4% | +1.2% | +1.1% |
| 30D | +5.2% | +7.8% | -2.6% | +1.1% |
| 3M | -17.0% | -2.8% | -14.3% | -15.3% |
| 6M | -22.7% | -1.4% | -21.2% | -21.9% |
| YTD | -56.3% | +3.4% | -59.7% | -57.3% |
| 1Y | -57.7% | +9.9% | -67.5% | -60.1% |
| 3Y | -16.5% | +28.5% | -45.1% | -27.7% |
| 5Y | -53.4% | -20.5% | -32.9% | -48.6% |
| All | -15.6% | +54.6% | -70.3% | -21.4% |
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