+485.8%
RIOT vs UTHR
+313.7%
+172.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | -1.5% | +1.9% | -3.5% | -2.2% |
| 30D | +5.7% | -2.9% | +8.5% | +6.6% |
| 3M | -17.9% | -8.9% | -9.0% | -15.6% |
| 6M | +45.0% | -8.7% | +53.7% | +48.1% |
| YTD | +69.5% | +2.0% | +67.4% | +65.7% |
| 1Y | +37.2% | +22.8% | +14.4% | +25.3% |
| 3Y | +111.7% | +120.6% | -8.9% | +45.4% |
| 5Y | -27.5% | +136.4% | -163.9% | -53.5% |
| All | +485.8% | +313.7% | +172.1% | +183.4% |
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