-15.2%
Z vs UDR
+26.8%
-42.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.5% |
| 7D | -5.2% | +2.2% | -7.4% | -6.5% |
| 30D | +5.7% | +8.0% | -2.3% | +0.3% |
| 3M | -8.7% | -3.3% | -5.5% | -6.3% |
| 6M | -26.0% | +1.0% | -27.0% | -26.7% |
| YTD | -55.0% | +4.2% | -59.2% | -56.9% |
| 1Y | -58.0% | +10.8% | -68.8% | -61.8% |
| 3Y | -15.2% | +30.1% | -45.3% | -44.8% |
| All | -15.2% | +26.8% | -42.0% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling