+183.0%
DLR vs UTHR
+368.2%
-185.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -2.0% | -2.1% | +0.1% | -1.8% |
| 30D | +0.5% | +8.3% | -7.7% | -0.3% |
| 3M | -4.4% | +15.5% | -20.0% | -6.0% |
| 6M | -6.4% | +4.5% | -11.0% | -7.0% |
| YTD | +19.5% | +22.2% | -2.8% | +16.4% |
| 1Y | +10.5% | +29.7% | -19.2% | +7.0% |
| 3Y | +54.0% | +167.3% | -113.3% | +32.7% |
| 5Y | +39.7% | +196.5% | -156.8% | +17.1% |
| All | +183.0% | +368.2% | -185.3% | +112.9% |
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