-56.3%
Z vs UDR
-18.0%
-38.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -1.6% |
| 7D | -4.6% | +3.0% | -7.5% | -6.4% |
| 30D | +8.3% | +10.3% | -1.9% | +1.3% |
| 3M | -11.6% | -2.9% | -8.7% | -9.3% |
| 6M | -33.6% | +0.3% | -34.0% | -33.8% |
| YTD | -56.7% | +3.8% | -60.5% | -58.2% |
| 1Y | -59.1% | +12.7% | -71.9% | -63.1% |
| 3Y | -20.4% | +27.6% | -47.9% | -35.3% |
| All | -56.3% | -18.0% | -38.3% | -52.9% |
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