+17.7%
DBX vs UTHR
+446.0%
-428.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -6.3% | +4.9% | -11.2% | -7.2% |
| 30D | -5.9% | +9.2% | -15.1% | -7.5% |
| 3M | -0.4% | +15.9% | -16.3% | -3.5% |
| 6M | +29.8% | +2.0% | +27.8% | +28.7% |
| YTD | +20.5% | +21.8% | -1.2% | +14.3% |
| 1Y | +8.7% | +28.6% | -19.9% | +1.7% |
| 3Y | +25.9% | +166.2% | -140.3% | -5.5% |
| 5Y | +24.2% | +191.8% | -167.6% | -12.1% |
| All | +17.7% | +446.0% | -428.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling