+2,105.8%
RIO vs UTHR
+8,689.8%
-6,583.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +0.1% | +4.9% | -4.7% | -0.6% |
| 30D | -10.5% | +9.2% | -19.7% | -11.8% |
| 3M | -15.9% | +15.9% | -31.9% | -18.1% |
| 6M | -22.3% | +2.0% | -24.3% | -22.8% |
| YTD | +9.3% | +21.8% | -12.4% | +5.3% |
| 1Y | +23.0% | +28.6% | -5.5% | +17.5% |
| 3Y | +52.1% | +166.2% | -114.2% | +26.3% |
| 5Y | +88.9% | +191.8% | -102.9% | +52.7% |
| 10Y | +354.1% | +367.2% | -13.0% | +228.6% |
| All | +2,105.8% | +8,689.8% | -6,583.9% | +1,189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling