+55.5%
ZM vs UDR
+8.7%
+46.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.7% |
| 7D | +1.6% | -2.1% | +3.7% | +1.8% |
| 30D | -7.7% | -5.6% | -2.1% | -7.2% |
| 3M | -4.7% | -5.8% | +1.1% | -4.1% |
| 6M | +24.4% | -1.1% | +25.6% | +24.4% |
| YTD | +11.8% | +1.6% | +10.2% | +11.3% |
| 1Y | +13.4% | -2.7% | +16.0% | +13.4% |
| 3Y | +33.8% | +6.3% | +27.5% | +32.8% |
| 5Y | -67.2% | -19.3% | -47.8% | -68.4% |
| All | +55.5% | +8.7% | +46.9% | +69.6% |
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