+349.3%
ZETA vs UDR
-20.7%
+370.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | +0.1% |
| 7D | -0.1% | -3.3% | +3.2% | +2.1% |
| 30D | +10.5% | -5.6% | +16.1% | +14.6% |
| 3M | +44.3% | -9.4% | +53.7% | +53.6% |
| 6M | +59.4% | -3.0% | +62.4% | +60.3% |
| YTD | +49.5% | -0.4% | +49.9% | +47.1% |
| 1Y | +62.7% | -5.1% | +67.8% | +65.8% |
| 3Y | +274.6% | +4.2% | +270.4% | +252.1% |
| 5Y | +349.3% | -19.5% | +368.9% | +467.3% |
| All | +349.3% | -20.7% | +370.0% | +467.3% |
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