-34.5%
RBLX vs UTHR
+210.7%
-245.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +5.1% | +1.9% | +3.1% | +4.9% |
| 30D | +28.0% | -2.9% | +30.9% | +28.3% |
| 3M | +4.6% | -8.9% | +13.5% | +5.4% |
| 6M | -24.7% | -8.7% | -15.9% | -24.2% |
| YTD | -43.8% | +2.0% | -45.9% | -44.2% |
| 1Y | -65.8% | +22.8% | -88.6% | -66.7% |
| 3Y | +59.4% | +120.6% | -61.3% | +40.2% |
| 5Y | -48.2% | +136.4% | -184.7% | -55.0% |
| All | -34.5% | +210.7% | -245.2% | -49.3% |
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