+2,635.3%
RIO vs UTHR
+7,123.9%
-4,488.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | 0.0% | -5.4% | +5.4% | +0.8% |
| 30D | +4.0% | -6.0% | +10.0% | +4.9% |
| 3M | +0.1% | -11.0% | +11.1% | +1.8% |
| 6M | +12.7% | -0.5% | +13.2% | +12.5% |
| YTD | +35.6% | +0.1% | +35.5% | +35.0% |
| 1Y | +73.7% | +28.2% | +45.5% | +66.1% |
| 3Y | +93.3% | +113.8% | -20.5% | +66.6% |
| 5Y | +92.4% | +131.3% | -38.9% | +61.6% |
| 10Y | +606.9% | +296.7% | +310.2% | +426.1% |
| All | +2,635.3% | +7,123.9% | -4,488.5% | +1,552.7% |
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 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