-25.7%
RKT vs UTHR
+347.3%
-373.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -2.8% |
| 7D | -1.0% | +3.0% | -4.0% | -1.1% |
| 30D | -2.4% | -4.3% | +1.9% | -2.2% |
| 3M | +1.9% | -8.4% | +10.3% | +2.4% |
| 6M | -13.9% | -4.2% | -9.6% | -13.7% |
| YTD | -30.6% | +4.0% | -34.6% | -31.0% |
| 1Y | -34.4% | +25.5% | -59.9% | -35.6% |
| 3Y | +38.2% | +125.1% | -86.9% | +26.8% |
| 5Y | -9.7% | +140.3% | -150.0% | -18.0% |
| All | -25.7% | +347.3% | -373.0% | -41.2% |
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