+5,845.5%
DKS vs UTHR
+6,418.9%
-573.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +3.0% | -5.4% | +8.4% | +4.1% |
| 30D | -30.5% | -6.0% | -24.5% | -29.8% |
| 3M | -35.7% | -11.0% | -24.7% | -34.4% |
| 6M | -29.7% | -0.5% | -29.2% | -30.0% |
| YTD | -28.9% | +0.1% | -28.9% | -29.5% |
| 1Y | -35.9% | +28.2% | -64.0% | -39.6% |
| 3Y | +28.2% | +113.8% | -85.7% | +5.0% |
| 5Y | +11.8% | +131.3% | -119.5% | -11.8% |
| 10Y | +211.6% | +296.7% | -85.1% | +108.0% |
| All | +5,845.5% | +6,418.9% | -573.3% | +2,103.3% |
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 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