+535.9%
RKLB vs UTHR
+263.8%
+272.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.9% | +2.8% | -5.7% | -3.6% |
| 30D | -22.6% | -2.3% | -20.3% | -22.2% |
| 3M | -41.0% | -7.4% | -33.6% | -39.9% |
| 6M | -10.1% | -6.0% | -4.1% | -8.9% |
| YTD | -11.2% | +3.4% | -14.6% | -12.5% |
| 1Y | +34.2% | +27.1% | +7.1% | +25.3% |
| 3Y | +899.4% | +123.8% | +775.5% | +719.2% |
| 5Y | +231.5% | +139.6% | +91.9% | +165.2% |
| All | +535.9% | +263.8% | +272.1% | +402.7% |
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 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