+112.2%
DT vs UTHR
+523.5%
-411.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -0.5% | +3.0% | -3.5% | -1.1% |
| 30D | +0.1% | -4.3% | +4.4% | +0.9% |
| 3M | +24.1% | -8.4% | +32.5% | +26.1% |
| 6M | +30.1% | -4.2% | +34.3% | +30.4% |
| YTD | +16.8% | +4.0% | +12.7% | +14.3% |
| 1Y | -0.1% | +25.5% | -25.6% | -6.8% |
| 3Y | +6.8% | +125.1% | -118.3% | -19.1% |
| 5Y | -28.4% | +140.3% | -168.7% | -49.2% |
| All | +112.2% | +523.5% | -411.3% | -12.3% |
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 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