+345.8%
RIO vs UTHR
+364.7%
-18.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +5.2% | -6.1% | -1.8% |
| 30D | -9.1% | +9.5% | -18.6% | -10.5% |
| 3M | -13.7% | +17.9% | -31.6% | -16.4% |
| 6M | -24.3% | +2.0% | -26.3% | -24.9% |
| YTD | +8.9% | +21.3% | -12.4% | +4.5% |
| 1Y | +22.7% | +27.9% | -5.2% | +16.7% |
| 3Y | +51.2% | +162.3% | -111.2% | +21.2% |
| 5Y | +88.1% | +190.7% | -102.6% | +44.0% |
| All | +345.8% | +364.7% | -18.9% | +187.7% |
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