+224.7%
RBA vs UTHR
+363.8%
-139.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +2.0% |
| 7D | +2.5% | -2.3% | +4.8% | +2.8% |
| 30D | +11.6% | +6.1% | +5.5% | +10.8% |
| 3M | +1.5% | +8.1% | -6.6% | +0.4% |
| 6M | -6.6% | +3.1% | -9.7% | -7.2% |
| YTD | -6.3% | +19.5% | -25.8% | -8.9% |
| 1Y | -4.0% | +29.7% | -33.7% | -7.6% |
| 3Y | +47.3% | +162.7% | -115.4% | +25.5% |
| 5Y | +47.7% | +192.8% | -145.1% | +21.6% |
| 10Y | +224.7% | +348.1% | -123.4% | +138.1% |
| All | +224.7% | +363.8% | -139.1% | +138.1% |
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