+2.1%
DLTR vs UTHR
+125.3%
-123.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.3% | -4.7% |
| 7D | -10.2% | +3.0% | -13.3% | -10.5% |
| 30D | -8.5% | -4.3% | -4.2% | -8.2% |
| 3M | +5.6% | -8.4% | +13.9% | +6.3% |
| 6M | +2.2% | -4.2% | +6.4% | +2.3% |
| YTD | -3.8% | +4.0% | -7.8% | -4.6% |
| 1Y | +22.9% | +25.5% | -2.6% | +19.2% |
| All | +2.1% | +125.3% | -123.2% | -12.7% |
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