+3,595.7%
DLR vs UTHR
+3,007.8%
+587.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +1.6% | -5.4% | +7.0% | +2.4% |
| 30D | -3.4% | -6.0% | +2.7% | -2.5% |
| 3M | +0.5% | -11.0% | +11.5% | +2.3% |
| 6M | +4.6% | -0.5% | +5.1% | +4.3% |
| YTD | +23.4% | +0.1% | +23.3% | +22.7% |
| 1Y | +19.0% | +28.2% | -9.1% | +13.4% |
| 3Y | +56.5% | +113.8% | -57.3% | +32.9% |
| 5Y | +33.3% | +131.3% | -98.0% | +10.1% |
| 10Y | +165.1% | +296.7% | -131.6% | +87.8% |
| All | +3,595.7% | +3,007.8% | +587.9% | +1,665.0% |
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 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