+273.7%
ZETA vs UDR
+4.1%
+269.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | 0.0% |
| 7D | -0.1% | -3.3% | +3.2% | +2.0% |
| 30D | +10.5% | -5.6% | +16.1% | +14.2% |
| 3M | +44.3% | -9.4% | +53.7% | +52.8% |
| 6M | +59.4% | -3.0% | +62.4% | +60.0% |
| YTD | +49.5% | -0.4% | +49.9% | +46.8% |
| 1Y | +62.7% | -5.1% | +67.8% | +65.7% |
| All | +273.7% | +4.1% | +269.6% | +262.1% |
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