+17.3%
BABA vs UDR
+43.2%
-25.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | -2.0% | -2.8% | -4.4% |
| 30D | -11.9% | -5.2% | -6.7% | -11.0% |
| 3M | -9.3% | -5.8% | -3.5% | -8.4% |
| 6M | -14.2% | -1.7% | -12.6% | -14.3% |
| YTD | -22.0% | +2.4% | -24.4% | -22.8% |
| 1Y | -12.7% | -2.1% | -10.6% | -12.8% |
| 3Y | +26.7% | +4.2% | +22.4% | +24.2% |
| 5Y | -29.3% | -20.0% | -9.3% | -28.5% |
| All | +17.3% | +43.2% | -25.9% | +4.5% |
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