-100.0%
ZCMD vs UDR
-8.2%
-91.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -21.6% | -5.6% | -15.9% | -20.9% |
| 3M | -67.4% | -5.8% | -61.6% | -67.3% |
| 6M | -99.4% | -1.1% | -98.3% | -99.4% |
| YTD | -99.7% | +1.6% | -101.4% | -99.7% |
| 1Y | -99.9% | -2.7% | -97.2% | -99.9% |
| 3Y | -100.0% | +6.3% | -106.3% | -100.0% |
| 5Y | -100.0% | -19.3% | -80.7% | -100.0% |
| All | -100.0% | -8.2% | -91.8% | -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 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