+23.9%
BABA vs UDR
+102.9%
-79.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +11.6% | +3.0% | +8.7% | +10.9% |
| 30D | +2.3% | +10.3% | -8.0% | +0.1% |
| 3M | -13.7% | -2.9% | -10.8% | -13.2% |
| 6M | -21.9% | +0.3% | -22.2% | -22.3% |
| YTD | -24.6% | +3.8% | -28.4% | -25.7% |
| 1Y | -34.1% | +12.7% | -46.8% | -36.3% |
| 3Y | +36.3% | +27.6% | +8.7% | +27.5% |
| 5Y | -26.7% | -18.6% | -8.1% | -25.6% |
| 10Y | +19.2% | +52.4% | -33.2% | -0.1% |
| All | +23.9% | +102.9% | -79.0% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling