+196.8%
DKS vs UTHR
+313.7%
-116.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.7% |
| 7D | -3.0% | +1.9% | -4.9% | -3.4% |
| 30D | -33.4% | -2.9% | -30.5% | -33.1% |
| 3M | -39.4% | -8.9% | -30.5% | -38.4% |
| 6M | -30.1% | -8.7% | -21.4% | -29.1% |
| YTD | -31.0% | +2.0% | -33.0% | -31.8% |
| 1Y | -40.2% | +22.8% | -63.0% | -43.2% |
| 3Y | +30.9% | +120.6% | -89.7% | +4.4% |
| 5Y | +14.0% | +136.4% | -122.4% | -13.3% |
| All | +196.8% | +313.7% | -116.9% | +72.0% |
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