+45.6%
DKS vs UTHR
+166.1%
-120.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.8% |
| 7D | +6.3% | +5.2% | +1.1% | +6.0% |
| 30D | +9.3% | +9.5% | -0.2% | +8.8% |
| 3M | -25.3% | +17.9% | -43.2% | -26.1% |
| 6M | -29.2% | +2.0% | -31.2% | -29.2% |
| YTD | -22.7% | +21.3% | -44.1% | -23.6% |
| 1Y | -30.1% | +27.9% | -58.0% | -31.1% |
| 3Y | +45.6% | +162.3% | -116.7% | +47.4% |
| All | +45.6% | +166.1% | -120.5% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling