+54.0%
ZM vs UDR
+5.7%
+48.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -2.7% | -3.4% | +0.7% | -2.4% |
| 30D | -10.0% | -5.4% | -4.6% | -9.5% |
| 3M | +1.6% | -10.0% | +11.6% | +2.7% |
| 6M | +25.0% | -2.5% | +27.5% | +25.2% |
| YTD | +10.6% | -1.1% | +11.7% | +10.5% |
| 1Y | +14.0% | -3.9% | +17.8% | +14.1% |
| 3Y | +32.5% | +3.4% | +29.0% | +31.9% |
| 5Y | -68.3% | -18.9% | -49.5% | -69.2% |
| All | +54.0% | +5.7% | +48.2% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling