+134.2%
DTE vs UTHR
+313.7%
-179.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -2.6% | +1.9% | -4.5% | -2.8% |
| 30D | -4.4% | -2.9% | -1.5% | -4.1% |
| 3M | -8.3% | -8.9% | +0.5% | -7.4% |
| 6M | -8.1% | -8.7% | +0.7% | -7.3% |
| YTD | +4.4% | +2.0% | +2.4% | +3.7% |
| 1Y | +0.2% | +22.8% | -22.6% | -3.0% |
| 3Y | +42.6% | +120.6% | -78.0% | +24.2% |
| 5Y | +31.5% | +136.4% | -105.0% | +12.0% |
| All | +134.2% | +313.7% | -179.5% | +70.2% |
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