+24.9%
DBX vs UTHR
+357.4%
-332.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | +2.1% | +1.9% | +0.1% | +1.7% |
| 30D | +5.7% | -2.9% | +8.6% | +6.2% |
| 3M | +31.8% | -8.9% | +40.7% | +33.9% |
| 6M | +37.5% | -8.7% | +46.2% | +38.9% |
| YTD | +27.9% | +2.0% | +25.9% | +25.7% |
| 1Y | +15.0% | +22.8% | -7.7% | +8.1% |
| 3Y | +27.2% | +120.6% | -93.4% | -0.9% |
| 5Y | +12.8% | +136.4% | -123.6% | -16.4% |
| All | +24.9% | +357.4% | -332.6% | -33.3% |
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