+22.3%
DBX vs UTHR
+348.7%
-326.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -2.4% | -5.4% | +3.0% | -1.4% |
| 30D | -0.5% | -6.0% | +5.6% | +0.6% |
| 3M | +28.1% | -11.0% | +39.0% | +30.7% |
| 6M | +33.1% | -0.5% | +33.6% | +32.0% |
| YTD | +25.3% | +0.1% | +25.2% | +23.6% |
| 1Y | +18.3% | +28.2% | -9.8% | +10.0% |
| 3Y | +25.0% | +113.8% | -88.8% | -1.9% |
| 5Y | +7.5% | +131.3% | -123.8% | -19.9% |
| All | +22.3% | +348.7% | -326.4% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling