+432.4%
DINO vs UTHR
+364.7%
+67.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.7% | +5.2% | +0.5% | +4.7% |
| 30D | -19.6% | +9.5% | -29.0% | -20.9% |
| 3M | +11.8% | +17.9% | -6.1% | +8.0% |
| 6M | +49.0% | +2.0% | +47.0% | +47.7% |
| YTD | +128.1% | +21.3% | +106.8% | +116.0% |
| 1Y | +96.3% | +27.9% | +68.4% | +83.6% |
| 3Y | +113.8% | +162.3% | -48.6% | +61.8% |
| 5Y | +252.7% | +190.7% | +61.9% | +154.0% |
| All | +432.4% | +364.7% | +67.7% | +219.1% |
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 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