+2,648.7%
RL vs UTHR
+8,529.0%
-5,880.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +5.3% |
| 7D | +0.2% | -2.3% | +2.5% | +0.6% |
| 30D | +7.3% | +6.1% | +1.3% | +6.5% |
| 3M | +1.0% | +8.1% | -7.1% | -0.2% |
| 6M | +11.8% | +3.1% | +8.7% | +11.1% |
| YTD | +13.6% | +19.5% | -5.9% | +10.3% |
| 1Y | +24.0% | +29.7% | -5.7% | +19.1% |
| 3Y | +256.6% | +162.7% | +93.9% | +206.6% |
| 5Y | +240.2% | +192.8% | +47.4% | +185.3% |
| 10Y | +373.0% | +348.1% | +24.8% | +264.3% |
| All | +2,648.7% | +8,529.0% | -5,880.4% | +1,320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling