+33.7%
BABA vs UDR
+6.2%
+27.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.1% |
| 3M | -9.3% | -5.8% | -3.5% | -8.7% |
| 6M | -14.2% | -1.7% | -12.6% | -14.5% |
| YTD | -22.0% | +2.4% | -24.4% | -23.0% |
| 1Y | -12.7% | -2.1% | -10.6% | -12.7% |
| All | +33.7% | +6.2% | +27.5% | +28.9% |
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