-18.5%
OTIS vs UDR
-20.3%
+1.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -5.0% | -3.4% | -1.6% | -3.7% |
| 30D | -6.5% | -5.4% | -1.1% | -4.4% |
| 3M | -2.0% | -10.0% | +8.0% | +2.2% |
| 6M | -20.2% | -2.5% | -17.6% | -19.5% |
| YTD | -21.0% | -1.1% | -19.9% | -21.0% |
| 1Y | -20.9% | -3.9% | -17.0% | -20.1% |
| 3Y | -13.3% | +3.4% | -16.8% | -15.9% |
| 5Y | -18.5% | -18.9% | +0.4% | -13.1% |
| All | -18.5% | -20.3% | +1.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling