+62.0%
ZETA vs UDR
-5.5%
+67.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -6.5% | -3.4% | -3.1% | -5.7% |
| 30D | +4.8% | -5.4% | +10.3% | +6.2% |
| 3M | +53.3% | -10.0% | +63.3% | +57.3% |
| 6M | +66.8% | -2.5% | +69.4% | +65.5% |
| YTD | +50.2% | -1.1% | +51.3% | +48.2% |
| 1Y | +62.0% | -3.9% | +65.9% | +72.0% |
| All | +62.0% | -5.5% | +67.6% | +72.0% |
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 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