+888.8%
DECK vs UTHR
+385.6%
+503.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -0.1% |
| 7D | +6.0% | -4.7% | +10.7% | +7.0% |
| 30D | +7.4% | +4.4% | +3.0% | +6.4% |
| 3M | -11.7% | +9.0% | -20.7% | -13.6% |
| 6M | -11.0% | -1.1% | -9.8% | -11.2% |
| YTD | -15.4% | +16.1% | -31.5% | -19.0% |
| 1Y | +7.2% | +26.4% | -19.2% | +0.6% |
| 3Y | -11.8% | +152.1% | -163.9% | -32.3% |
| 5Y | +24.3% | +179.6% | -155.3% | -10.0% |
| All | +888.8% | +385.6% | +503.3% | +466.2% |
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 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