-99.8%
RCAT vs UTHR
+364.7%
-464.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | -5.9% | +5.2% | -11.1% | -7.3% |
| 30D | -19.7% | +9.5% | -29.1% | -21.7% |
| 3M | -62.9% | +17.9% | -80.8% | -64.8% |
| 6M | -59.6% | +2.0% | -61.6% | -60.1% |
| YTD | -52.1% | +21.3% | -73.4% | -56.1% |
| 1Y | -50.9% | +27.9% | -78.8% | -55.9% |
| 3Y | +333.8% | +162.3% | +171.4% | +181.4% |
| 5Y | +40.7% | +190.7% | -150.0% | -17.3% |
| All | -99.8% | +364.7% | -464.5% | -99.9% |
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