-16.1%
Z vs UDR
+50.7%
-66.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.8% |
| 7D | -4.6% | +3.0% | -7.5% | -6.0% |
| 30D | +8.3% | +10.3% | -1.9% | +2.7% |
| 3M | -11.6% | -2.9% | -8.7% | -9.7% |
| 6M | -33.6% | +0.3% | -34.0% | -33.7% |
| YTD | -56.7% | +3.8% | -60.5% | -57.8% |
| 1Y | -59.1% | +12.7% | -71.9% | -62.1% |
| 3Y | -20.4% | +27.6% | -47.9% | -30.8% |
| 5Y | -55.3% | -18.6% | -36.7% | -51.2% |
| All | -16.1% | +50.7% | -66.7% | -23.6% |
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