-14.5%
Z vs UDR
+54.2%
-68.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | -5.2% | +2.2% | -7.4% | -6.2% |
| 30D | +5.7% | +8.0% | -2.3% | +1.4% |
| 3M | -8.7% | -3.3% | -5.5% | -6.6% |
| 6M | -26.0% | +1.0% | -27.0% | -26.3% |
| YTD | -55.0% | +4.2% | -59.2% | -56.3% |
| 1Y | -58.0% | +10.8% | -68.8% | -60.7% |
| 3Y | -15.2% | +30.1% | -45.3% | -27.1% |
| 5Y | -53.8% | -18.9% | -34.9% | -49.5% |
| 10Y | -14.5% | +53.4% | -67.9% | -22.7% |
| All | -14.5% | +54.2% | -68.7% | -22.7% |
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