-13.9%
DT vs UTHR
+165.4%
-179.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.2% |
| 7D | -7.5% | -2.1% | -5.4% | -7.4% |
| 30D | -31.5% | +7.2% | -38.7% | -31.7% |
| 3M | -14.0% | +11.1% | -25.1% | -14.4% |
| 6M | +6.9% | +4.2% | +2.7% | +6.6% |
| YTD | +0.3% | +20.8% | -20.5% | -1.1% |
| 1Y | -6.9% | +29.7% | -36.6% | -8.7% |
| 3Y | -13.9% | +164.1% | -178.0% | -16.5% |
| All | -13.9% | +165.4% | -179.3% | -16.5% |
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