+117.6%
DT vs UTHR
+499.8%
-382.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.3% | -5.4% | +2.1% | -2.2% |
| 30D | +2.0% | -6.0% | +8.1% | +3.3% |
| 3M | +20.0% | -11.0% | +31.0% | +22.7% |
| 6M | +39.3% | -0.5% | +39.8% | +38.2% |
| YTD | +19.8% | +0.1% | +19.7% | +18.2% |
| 1Y | +4.3% | +28.2% | -23.9% | -3.3% |
| 3Y | +7.7% | +113.8% | -106.1% | -17.4% |
| 5Y | -26.8% | +131.3% | -158.1% | -47.7% |
| All | +117.6% | +499.8% | -382.2% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling