-60.2%
Z vs UDR
+9.8%
-70.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -13.1% | -1.8% | -11.3% | -12.1% |
| 30D | +5.9% | +7.9% | -2.1% | +2.4% |
| 3M | -13.7% | -0.8% | -12.9% | -14.1% |
| 6M | -27.1% | 0.0% | -27.1% | -27.4% |
| YTD | -56.8% | +3.7% | -60.5% | -57.4% |
| 1Y | -60.2% | +8.5% | -68.7% | -61.6% |
| All | -60.2% | +9.8% | -70.0% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling