-100.0%
RCAT vs UTHR
+11,921.8%
-12,021.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.7% | +19.3% | +18.7% |
| 7D | -12.7% | -6.1% | -6.6% | -12.2% |
| 30D | -34.3% | +3.1% | -37.4% | -34.4% |
| 3M | -53.4% | +5.5% | -58.9% | -53.7% |
| 6M | -62.0% | -5.8% | -56.1% | -61.8% |
| YTD | -49.1% | +15.3% | -64.4% | -50.0% |
| 1Y | -53.1% | +23.8% | -76.9% | -54.3% |
| 3Y | +318.7% | +146.3% | +172.3% | +282.3% |
| 5Y | +48.5% | +177.8% | -129.3% | +33.5% |
| 10Y | -99.6% | +392.4% | -492.0% | -99.7% |
| All | -100.0% | +11,921.8% | -12,021.8% | -100.0% |
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