+580.6%
RIO vs UTHR
+319.3%
+261.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -3.4% | +2.8% | -6.1% | -3.8% |
| 30D | +0.6% | -2.3% | +2.8% | +0.9% |
| 3M | +2.5% | -7.4% | +9.9% | +3.8% |
| 6M | +10.8% | -6.0% | +16.8% | +11.7% |
| YTD | +30.5% | +3.4% | +27.1% | +29.1% |
| 1Y | +68.1% | +27.1% | +41.1% | +60.1% |
| 3Y | +94.0% | +123.8% | -29.8% | +59.4% |
| 5Y | +92.0% | +139.6% | -47.6% | +51.7% |
| All | +580.6% | +319.3% | +261.3% | +323.4% |
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