+252.6%
ZETA vs UDR
-10.3%
+263.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +2.7% | -2.0% | +4.6% | +4.0% |
| 30D | +15.8% | -5.2% | +21.0% | +19.6% |
| 3M | +35.4% | -5.8% | +41.2% | +40.1% |
| 6M | +67.1% | -1.7% | +68.8% | +66.8% |
| YTD | +54.1% | +2.4% | +51.7% | +49.0% |
| 1Y | +67.8% | -2.1% | +69.9% | +67.5% |
| 3Y | +311.4% | +4.2% | +307.2% | +288.5% |
| 5Y | +324.8% | -20.0% | +344.8% | +391.2% |
| All | +252.6% | -10.3% | +263.0% | +332.0% |
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