+310.1%
RL vs UTHR
+308.5%
+1.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.3% | -1.5% |
| 7D | +1.9% | -2.9% | +4.8% | +2.4% |
| 30D | -12.2% | -7.6% | -4.6% | -10.9% |
| 3M | -6.6% | -8.6% | +1.9% | -5.1% |
| 6M | +3.2% | +4.1% | -1.0% | +2.0% |
| YTD | -1.3% | +2.2% | -3.5% | -2.3% |
| 1Y | +13.6% | +26.2% | -12.6% | +7.7% |
| 3Y | +210.9% | +121.2% | +89.7% | +155.9% |
| 5Y | +246.9% | +136.5% | +110.3% | +175.3% |
| 10Y | +310.1% | +300.1% | +10.0% | +159.8% |
| All | +310.1% | +308.5% | +1.6% | +159.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling