+31.5%
DLTR vs UTHR
+138.8%
-107.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -9.4% | +2.8% | -12.2% | -9.7% |
| 30D | -7.3% | -2.3% | -5.1% | -7.2% |
| 3M | +7.6% | -7.4% | +15.0% | +8.3% |
| 6M | +1.6% | -6.0% | +7.5% | +1.9% |
| YTD | -3.5% | +3.4% | -6.9% | -4.4% |
| 1Y | +20.0% | +27.1% | -7.0% | +15.9% |
| 3Y | +2.3% | +123.8% | -121.5% | -10.4% |
| 5Y | +31.5% | +139.6% | -108.1% | +10.4% |
| All | +31.5% | +138.8% | -107.2% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling