+42.1%
RKT vs UTHR
+123.2%
-81.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +6.0% | -2.9% | +8.9% | +6.1% |
| 30D | +0.7% | -7.6% | +8.2% | +1.0% |
| 3M | +11.8% | -8.6% | +20.4% | +12.2% |
| 6M | -7.6% | +4.1% | -11.8% | -7.8% |
| YTD | -28.7% | +2.2% | -30.9% | -28.9% |
| 1Y | -32.6% | +26.2% | -58.8% | -33.8% |
| 3Y | +42.1% | +121.2% | -79.1% | +22.0% |
| All | +42.1% | +123.2% | -81.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling