+51.8%
RIO vs UTHR
+167.1%
-115.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +0.1% | +4.9% | -4.7% | -0.2% |
| 30D | -10.5% | +9.2% | -19.7% | -11.1% |
| 3M | -15.9% | +15.9% | -31.9% | -17.0% |
| 6M | -22.3% | +2.0% | -24.3% | -22.5% |
| YTD | +9.3% | +21.8% | -12.4% | +7.6% |
| 1Y | +23.0% | +28.6% | -5.5% | +20.8% |
| All | +51.8% | +167.1% | -115.3% | +34.9% |
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