+474.3%
DINO vs UTHR
+319.3%
+155.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.5% | +2.8% | -1.3% | +0.9% |
| 30D | +25.9% | -2.3% | +28.2% | +26.3% |
| 3M | +53.2% | -7.4% | +60.6% | +55.2% |
| 6M | +105.5% | -6.0% | +111.4% | +106.3% |
| YTD | +139.2% | +3.4% | +135.8% | +133.8% |
| 1Y | +117.4% | +27.1% | +90.3% | +101.9% |
| 3Y | +99.3% | +123.8% | -24.5% | +53.8% |
| 5Y | +333.0% | +139.6% | +193.4% | +220.5% |
| All | +474.3% | +319.3% | +155.0% | +216.3% |
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