+137.0%
OKE vs UTHR
+135.8%
+1.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.0% |
| 7D | +1.2% | +1.9% | -0.7% | +1.1% |
| 30D | +4.5% | -2.9% | +7.3% | +4.7% |
| 3M | +9.6% | -8.9% | +18.5% | +10.3% |
| 6M | +15.4% | -8.7% | +24.1% | +15.9% |
| YTD | +36.5% | +2.0% | +34.4% | +35.5% |
| 1Y | +39.0% | +22.8% | +16.2% | +35.4% |
| 3Y | +74.3% | +120.6% | -46.3% | +54.2% |
| All | +137.0% | +135.8% | +1.3% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling