+103.1%
DOCN vs UTHR
+256.7%
-153.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +19.1% | +5.2% | +13.9% | +18.1% |
| 30D | -21.0% | +9.5% | -30.5% | -22.0% |
| 3M | -34.7% | +17.9% | -52.7% | -36.3% |
| 6M | -45.8% | +2.0% | -47.8% | -46.0% |
| YTD | +79.4% | +21.3% | +58.1% | +73.6% |
| 1Y | +91.0% | +27.9% | +63.1% | +83.3% |
| 3Y | +237.5% | +162.3% | +75.1% | +186.1% |
| 5Y | -30.4% | +190.7% | -221.1% | -42.8% |
| All | +103.1% | +256.7% | -153.6% | +66.8% |
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