+16.0%
BABA vs UDR
+56.7%
-40.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.2% |
| 30D | -8.4% | +7.9% | -16.3% | -9.8% |
| 3M | -20.6% | -0.8% | -19.8% | -20.5% |
| 6M | -25.4% | 0.0% | -25.4% | -25.6% |
| YTD | -30.1% | +3.7% | -33.8% | -31.0% |
| 1Y | -36.3% | +8.5% | -44.8% | -37.7% |
| 3Y | +30.4% | +26.6% | +3.8% | +23.1% |
| 5Y | -35.7% | -20.2% | -15.5% | -35.0% |
| 10Y | +16.0% | +54.7% | -38.7% | +5.5% |
| All | +16.0% | +56.7% | -40.7% | +5.5% |
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