-100.0%
RCAT vs UTHR
+10,330.2%
-10,430.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -1.4% | -5.4% | +4.0% | -1.0% |
| 30D | -3.3% | -6.0% | +2.7% | -2.9% |
| 3M | -43.2% | -11.0% | -32.2% | -42.7% |
| 6M | -43.2% | -0.5% | -42.6% | -43.3% |
| YTD | +5.5% | +0.1% | +5.5% | +5.0% |
| 1Y | -1.6% | +28.2% | -29.8% | -4.4% |
| 3Y | +773.7% | +113.8% | +659.9% | +707.5% |
| 5Y | +187.6% | +131.3% | +56.3% | +162.5% |
| 10Y | -98.5% | +296.7% | -395.2% | -98.6% |
| All | -100.0% | +10,330.2% | -10,430.2% | -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