-99.9%
ZCMD vs UDR
-1.4%
-98.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -8.0% | -2.0% | -6.0% | -8.1% |
| 30D | -27.9% | -5.2% | -22.7% | -28.0% |
| 3M | -74.6% | -5.8% | -68.8% | -75.4% |
| 6M | -99.5% | -1.7% | -97.8% | -99.4% |
| YTD | -99.7% | +2.4% | -102.1% | -99.8% |
| 1Y | -99.9% | -2.1% | -97.8% | -99.9% |
| All | -99.9% | -1.4% | -98.5% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling