+258.5%
OKE vs UTHR
+313.7%
-55.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.8% |
| 30D | +4.5% | -2.9% | +7.3% | +5.1% |
| 3M | +9.6% | -8.9% | +18.5% | +11.7% |
| 6M | +15.4% | -8.7% | +24.1% | +16.9% |
| YTD | +36.5% | +2.0% | +34.4% | +33.9% |
| 1Y | +39.0% | +22.8% | +16.2% | +29.8% |
| 3Y | +74.3% | +120.6% | -46.3% | +31.4% |
| 5Y | +141.2% | +136.4% | +4.8% | +72.5% |
| All | +258.5% | +313.7% | -55.2% | +90.8% |
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