+607.9%
DG vs UTHR
+1,288.6%
-680.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +5.2% | -2.1% | +7.3% | +5.5% |
| 30D | +7.9% | +7.2% | +0.7% | +7.1% |
| 3M | +12.7% | +11.1% | +1.6% | +11.2% |
| 6M | +22.4% | +4.2% | +18.2% | +21.5% |
| YTD | +5.4% | +20.8% | -15.4% | +2.5% |
| 1Y | +39.4% | +29.7% | +9.7% | +34.5% |
| 3Y | +24.1% | +164.1% | -140.0% | +7.8% |
| 5Y | -32.2% | +190.7% | -222.8% | -42.4% |
| 10Y | +111.8% | +355.4% | -243.6% | +63.3% |
| All | +607.9% | +1,288.6% | -680.6% | +358.1% |
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