+16.7%
BABA vs UDR
+42.1%
-25.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | -12.3% | -5.6% | -6.6% | -11.3% |
| 3M | -5.3% | -5.8% | +0.5% | -4.4% |
| 6M | -13.1% | -1.1% | -12.0% | -13.2% |
| YTD | -22.4% | +1.6% | -24.0% | -23.1% |
| 1Y | -19.5% | -2.7% | -16.8% | -19.5% |
| 3Y | +32.9% | +6.3% | +26.6% | +29.8% |
| 5Y | -29.9% | -19.3% | -10.5% | -29.1% |
| 10Y | +16.7% | +46.0% | -29.3% | +4.1% |
| All | +16.7% | +42.1% | -25.4% | +4.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling