+395.4%
ZS vs UDR
+35.2%
+360.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | -8.1% | -3.4% | -4.7% | -7.2% |
| 30D | -8.4% | -5.4% | -3.0% | -7.1% |
| 3M | +31.1% | -10.0% | +41.0% | +34.7% |
| 6M | +4.4% | -2.5% | +6.9% | +4.7% |
| YTD | -27.3% | -1.1% | -26.2% | -27.4% |
| 1Y | -41.4% | -3.9% | -37.5% | -41.1% |
| 3Y | +1.7% | +3.4% | -1.8% | 0.0% |
| 5Y | -39.6% | -18.9% | -20.7% | -38.4% |
| All | +395.4% | +35.2% | +360.2% | +382.0% |
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 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