+43.8%
RBA vs UTHR
+148.2%
-104.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.3% |
| 7D | +4.3% | -6.1% | +10.4% | +4.6% |
| 30D | +16.3% | +3.1% | +13.2% | +16.1% |
| 3M | +1.3% | +5.5% | -4.1% | +1.0% |
| 6M | -11.1% | -5.8% | -5.2% | -10.8% |
| YTD | -8.5% | +15.3% | -23.8% | -9.5% |
| 1Y | -2.1% | +23.8% | -25.9% | -3.7% |
| All | +43.8% | +148.2% | -104.4% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling