-27.0%
RKT vs UTHR
+344.7%
-371.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -7.2% | +2.8% | -10.0% | -7.4% |
| 30D | -7.9% | -2.3% | -5.6% | -7.8% |
| 3M | +5.2% | -7.4% | +12.6% | +5.6% |
| 6M | -14.9% | -6.0% | -8.9% | -14.7% |
| YTD | -31.9% | +3.4% | -35.3% | -32.2% |
| 1Y | -36.9% | +27.1% | -64.0% | -38.2% |
| 3Y | +35.7% | +123.8% | -88.1% | +24.6% |
| 5Y | -9.7% | +139.6% | -149.3% | -18.0% |
| All | -27.0% | +344.7% | -371.7% | -42.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling