-16.0%
Z vs UDR
+53.1%
-69.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -6.5% | +2.0% | -8.5% | -7.4% |
| 30D | -0.1% | +7.9% | -8.0% | -4.1% |
| 3M | -14.1% | -1.5% | -12.7% | -13.0% |
| 6M | -30.1% | +0.9% | -31.0% | -30.3% |
| YTD | -57.5% | +4.0% | -61.5% | -58.7% |
| 1Y | -60.3% | +10.4% | -70.7% | -62.8% |
| 3Y | -21.0% | +26.9% | -47.9% | -31.2% |
| 5Y | -54.9% | -19.4% | -35.5% | -50.6% |
| 10Y | -16.0% | +57.0% | -73.0% | -21.9% |
| All | -16.0% | +53.1% | -69.2% | -21.9% |
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