-2.6%
REPL vs UTHR
+303.3%
-305.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.6% |
| 7D | -5.7% | -2.9% | -2.9% | -4.8% |
| 30D | +22.5% | -7.6% | +30.1% | +25.9% |
| 3M | +64.7% | -8.6% | +73.2% | +70.2% |
| 6M | +83.0% | +4.1% | +78.9% | +76.4% |
| YTD | +52.0% | +2.2% | +49.8% | +46.5% |
| 1Y | +144.5% | +26.2% | +118.3% | +114.2% |
| 3Y | -25.1% | +121.2% | -146.3% | -53.5% |
| 5Y | -52.9% | +136.5% | -189.4% | -72.7% |
| All | -2.6% | +303.3% | -305.9% | -65.0% |
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 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