-54.9%
Z vs UDR
-19.0%
-35.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -6.5% | +2.0% | -8.5% | -7.6% |
| 30D | -0.1% | +7.9% | -8.0% | -5.1% |
| 3M | -14.1% | -1.5% | -12.7% | -12.8% |
| 6M | -30.1% | +0.9% | -31.0% | -30.5% |
| YTD | -57.5% | +4.0% | -61.5% | -59.1% |
| 1Y | -60.3% | +10.4% | -70.7% | -63.6% |
| 3Y | -21.0% | +26.9% | -47.9% | -35.6% |
| 5Y | -54.9% | -19.4% | -35.5% | -51.3% |
| All | -54.9% | -19.0% | -35.9% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling