-100.0%
ZCMD vs UDR
+3.4%
-103.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.0% | -3.4% | +1.3% | -1.2% |
| 30D | -19.8% | -5.4% | -14.4% | -18.8% |
| 3M | -62.1% | -10.0% | -52.1% | -61.4% |
| 6M | -99.5% | -2.5% | -96.9% | -99.5% |
| YTD | -99.7% | -1.1% | -98.6% | -99.7% |
| 1Y | -99.9% | -3.9% | -96.0% | -99.9% |
| All | -100.0% | +3.4% | -103.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling