+189.6%
RBA vs UTHR
+308.5%
-118.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -1.1% | -2.9% | +1.8% | -0.7% |
| 30D | -13.2% | -7.6% | -5.6% | -12.4% |
| 3M | -21.4% | -8.6% | -12.8% | -20.6% |
| 6M | -20.9% | +4.1% | -25.0% | -21.5% |
| YTD | -19.9% | +2.2% | -22.1% | -20.5% |
| 1Y | -28.7% | +26.2% | -54.9% | -31.3% |
| 3Y | +27.4% | +121.2% | -93.8% | +10.8% |
| 5Y | +41.7% | +136.5% | -94.8% | +19.9% |
| 10Y | +189.6% | +300.1% | -110.5% | +109.1% |
| All | +189.6% | +308.5% | -118.9% | +109.1% |
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