-19.5%
BABA vs UDR
-2.7%
-16.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | -0.2% | -2.1% | +1.9% | -0.5% |
| 30D | -12.3% | -5.6% | -6.6% | -13.0% |
| 3M | -5.3% | -5.8% | +0.5% | -6.7% |
| 6M | -13.1% | -1.1% | -12.0% | -14.4% |
| YTD | -22.4% | +1.6% | -24.0% | -22.0% |
| 1Y | -19.5% | -2.7% | -16.8% | -15.6% |
| All | -19.5% | -2.7% | -16.8% | -15.6% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling