+21.3%
DBX vs UTHR
+123.2%
-101.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.1% | -3.0% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | -2.9% | -7.6% | +4.7% | -2.6% |
| 3M | +23.8% | -8.6% | +32.4% | +24.3% |
| 6M | +26.2% | +4.1% | +22.1% | +25.2% |
| YTD | +21.6% | +2.2% | +19.4% | +20.6% |
| 1Y | +11.4% | +26.2% | -14.8% | +8.3% |
| 3Y | +21.3% | +121.2% | -99.9% | +8.2% |
| All | +21.3% | +123.2% | -101.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling