+249.3%
RL vs UTHR
+166.1%
+83.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.6% | +5.2% | -2.6% | +1.8% |
| 30D | +2.9% | +9.5% | -6.5% | +1.7% |
| 3M | 0.0% | +17.9% | -17.9% | -2.4% |
| 6M | +17.1% | +2.0% | +15.1% | +16.8% |
| YTD | +10.1% | +21.3% | -11.2% | +6.8% |
| 1Y | +17.3% | +27.9% | -10.6% | +12.9% |
| 3Y | +249.3% | +162.3% | +87.0% | +197.0% |
| All | +249.3% | +166.1% | +83.2% | +197.0% |
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