+21.9%
BABA vs UDR
+26.2%
-4.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.8% |
| 7D | -12.7% | -2.4% | -10.3% | -12.3% |
| 30D | -14.9% | +6.7% | -21.6% | -15.9% |
| 3M | -24.6% | -1.8% | -22.9% | -24.5% |
| 6M | -29.3% | -1.8% | -27.6% | -29.6% |
| YTD | -35.0% | +2.5% | -37.6% | -35.9% |
| 1Y | -39.7% | +7.9% | -47.6% | -41.3% |
| All | +21.9% | +26.2% | -4.3% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling