+0.6%
ZS vs UDR
+4.1%
-3.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.5% | +3.3% |
| 7D | -3.8% | -3.3% | -0.6% | -2.7% |
| 30D | -6.0% | -5.6% | -0.3% | -4.1% |
| 3M | +32.0% | -9.4% | +41.4% | +36.7% |
| 6M | +2.1% | -3.0% | +5.1% | +2.6% |
| YTD | -26.2% | -0.4% | -25.8% | -26.7% |
| 1Y | -41.2% | -5.1% | -36.0% | -40.3% |
| All | +0.6% | +4.1% | -3.5% | +3.9% |
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