+95.9%
RIO vs UTHR
+125.3%
-29.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | +1.0% | +3.0% | -2.0% | +0.7% |
| 30D | +4.0% | -4.3% | +8.3% | +4.4% |
| 3M | +4.5% | -8.4% | +12.9% | +5.2% |
| 6M | +17.3% | -4.2% | +21.6% | +17.7% |
| YTD | +36.2% | +4.0% | +32.2% | +35.8% |
| 1Y | +76.1% | +25.5% | +50.6% | +73.9% |
| All | +95.9% | +125.3% | -29.3% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling