+47.0%
RBA vs UTHR
+133.0%
-86.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | -2.9% | -5.4% | +2.5% | -2.6% |
| 30D | -12.3% | -6.0% | -6.2% | -11.9% |
| 3M | -20.5% | -11.0% | -9.6% | -19.9% |
| 6M | -18.5% | -0.5% | -18.0% | -18.7% |
| YTD | -18.2% | +0.1% | -18.3% | -18.5% |
| 1Y | -27.5% | +28.2% | -55.7% | -29.2% |
| 3Y | +38.1% | +113.8% | -75.7% | +27.3% |
| All | +47.0% | +133.0% | -86.0% | +37.4% |
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