+8,592.8%
ZBRA vs UDR
+2,592.3%
+6,000.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +2.6% | -2.1% | +4.6% | +3.3% |
| 30D | -6.4% | -5.6% | -0.7% | -4.5% |
| 3M | +51.3% | -5.8% | +57.1% | +54.1% |
| 6M | +60.5% | -1.1% | +61.6% | +60.3% |
| YTD | +45.2% | +1.6% | +43.6% | +43.3% |
| 1Y | +12.3% | -2.7% | +15.0% | +12.6% |
| 3Y | +37.5% | +6.3% | +31.2% | +33.5% |
| 5Y | -39.2% | -19.3% | -19.9% | -34.9% |
| 10Y | +417.0% | +46.0% | +371.0% | +347.8% |
| All | +8,592.8% | +2,592.3% | +6,000.5% | +3,670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling