+55.3%
DLR vs UTHR
+168.1%
-112.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -2.0% | -2.1% | +0.1% | -2.0% |
| 30D | +0.5% | +8.3% | -7.7% | +0.4% |
| 3M | -4.4% | +15.5% | -20.0% | -4.7% |
| 6M | -6.4% | +4.5% | -11.0% | -6.5% |
| YTD | +19.5% | +22.2% | -2.8% | +19.3% |
| 1Y | +10.5% | +29.7% | -19.2% | +10.3% |
| All | +55.3% | +168.1% | -112.8% | +54.3% |
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 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