+15.8%
BABA vs UDR
+54.2%
-38.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.4% |
| 30D | -5.4% | +8.0% | -13.4% | -6.9% |
| 3M | -17.9% | -3.3% | -14.7% | -17.5% |
| 6M | -24.1% | +1.0% | -25.1% | -24.5% |
| YTD | -27.4% | +4.2% | -31.6% | -28.4% |
| 1Y | -36.1% | +10.8% | -46.9% | -37.8% |
| 3Y | +35.4% | +30.1% | +5.2% | +27.0% |
| 5Y | -30.1% | -18.9% | -11.2% | -29.5% |
| 10Y | +15.8% | +53.4% | -37.6% | +4.2% |
| All | +15.8% | +54.2% | -38.3% | +4.2% |
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