+414.5%
ZS vs UDR
+39.9%
+374.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -7.8% | -2.0% | -5.8% | -7.3% |
| 30D | +5.0% | -5.2% | +10.2% | +6.4% |
| 3M | +25.5% | -5.8% | +31.3% | +27.4% |
| 6M | +8.7% | -1.7% | +10.4% | +8.8% |
| YTD | -24.5% | +2.4% | -26.9% | -25.3% |
| 1Y | -36.7% | -2.1% | -34.6% | -36.7% |
| 3Y | +7.2% | +4.2% | +3.0% | +5.1% |
| 5Y | -40.9% | -20.0% | -20.9% | -40.3% |
| All | +414.5% | +39.9% | +374.6% | +396.1% |
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