-98.4%
RCAT vs UTHR
+308.5%
-406.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.2% |
| 7D | +5.4% | -2.9% | +8.3% | +6.4% |
| 30D | -5.6% | -7.6% | +2.0% | -3.2% |
| 3M | -30.2% | -8.6% | -21.6% | -28.3% |
| 6M | -43.4% | +4.1% | -47.5% | -45.1% |
| YTD | +9.6% | +2.2% | +7.4% | +5.9% |
| 1Y | -2.0% | +26.2% | -28.2% | -12.9% |
| 3Y | +825.0% | +121.2% | +703.8% | +511.3% |
| 5Y | +199.8% | +136.5% | +63.3% | +81.5% |
| 10Y | -98.4% | +300.1% | -398.5% | -99.5% |
| All | -98.4% | +308.5% | -406.9% | -99.5% |
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