+414.4%
ZBRA vs UDR
+47.3%
+367.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -3.8% | -3.4% | -0.4% | -2.0% |
| 30D | -10.2% | -5.4% | -4.8% | -7.6% |
| 3M | +58.7% | -10.0% | +68.6% | +67.1% |
| 6M | +61.9% | -2.5% | +64.5% | +62.6% |
| YTD | +41.7% | -1.1% | +42.8% | +40.5% |
| 1Y | +12.4% | -3.9% | +16.2% | +13.2% |
| 3Y | +34.2% | +3.4% | +30.7% | +28.8% |
| 5Y | -40.8% | -18.9% | -21.9% | -35.6% |
| All | +414.4% | +47.3% | +367.1% | +377.1% |
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