-35.5%
RBLX vs UTHR
+211.2%
-246.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.3% |
| 7D | +10.2% | -2.9% | +13.1% | +10.5% |
| 30D | +18.6% | -7.6% | +26.2% | +19.4% |
| 3M | +6.0% | -8.6% | +14.5% | +6.8% |
| 6M | -29.5% | +4.1% | -33.6% | -29.8% |
| YTD | -44.7% | +2.2% | -46.9% | -45.0% |
| 1Y | -65.1% | +26.2% | -91.3% | -66.2% |
| 3Y | +54.5% | +121.2% | -66.7% | +35.9% |
| 5Y | -46.3% | +136.5% | -182.9% | -53.3% |
| All | -35.5% | +211.2% | -246.7% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling