+294.9%
ZETA vs UDR
-20.8%
+315.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.2% |
| 7D | +18.1% | -0.4% | +18.5% | +18.4% |
| 30D | +13.6% | +7.8% | +5.8% | +7.6% |
| 3M | +23.7% | -2.8% | +26.5% | +25.5% |
| 6M | +128.5% | -1.4% | +129.9% | +127.4% |
| YTD | +80.1% | +3.4% | +76.7% | +71.9% |
| 1Y | +98.0% | +9.9% | +88.1% | +79.9% |
| 3Y | +348.6% | +28.5% | +320.1% | +255.3% |
| All | +294.9% | -20.8% | +315.7% | +374.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling