-22.4%
OTIS vs UDR
-3.7%
-18.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | -3.4% | -1.6% | -4.2% |
| 30D | -6.5% | -5.4% | -1.1% | -5.1% |
| 3M | -2.0% | -10.0% | +8.0% | +0.8% |
| 6M | -20.2% | -2.5% | -17.6% | -19.3% |
| YTD | -21.0% | -1.1% | -19.9% | -20.8% |
| All | -22.4% | -3.7% | -18.7% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling