+787.3%
RCL vs UTHR
+7,123.9%
-6,336.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.1% | -5.4% | +0.3% | -4.1% |
| 30D | -19.0% | -6.0% | -13.0% | -18.1% |
| 3M | -9.6% | -11.0% | +1.4% | -7.8% |
| 6M | -6.7% | -0.5% | -6.2% | -6.9% |
| YTD | -3.9% | +0.1% | -4.0% | -4.5% |
| 1Y | -25.1% | +28.2% | -53.2% | -29.1% |
| 3Y | +179.1% | +113.8% | +65.3% | +134.4% |
| 5Y | +243.3% | +131.3% | +112.0% | +180.0% |
| 10Y | +325.8% | +296.7% | +29.0% | +204.0% |
| All | +787.3% | +7,123.9% | -6,336.5% | +441.2% |
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