+7.8%
DBX vs UTHR
+140.7%
-133.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.2% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | 0.0% | -4.3% | +4.3% | +0.3% |
| 3M | +26.1% | -8.4% | +34.5% | +27.0% |
| 6M | +29.4% | -4.2% | +33.6% | +29.3% |
| YTD | +24.4% | +4.0% | +20.4% | +23.0% |
| 1Y | +10.9% | +25.5% | -14.6% | +6.9% |
| 3Y | +24.1% | +125.1% | -101.1% | +7.5% |
| 5Y | +7.8% | +140.3% | -132.6% | -7.9% |
| All | +7.8% | +140.7% | -133.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling