+34.0%
ZM vs UDR
+4.1%
+29.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +0.3% | -3.3% | +3.6% | +1.3% |
| 30D | -10.3% | -5.6% | -4.6% | -8.8% |
| 3M | -0.7% | -9.4% | +8.7% | +2.0% |
| 6M | +24.8% | -3.0% | +27.8% | +25.3% |
| YTD | +11.5% | -0.4% | +11.9% | +10.4% |
| 1Y | +12.3% | -5.1% | +17.5% | +13.3% |
| All | +34.0% | +4.1% | +29.9% | +24.9% |
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