+2,315.4%
RL vs UTHR
+7,123.9%
-4,808.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.1% |
| 7D | -0.8% | -5.4% | +4.6% | -0.1% |
| 30D | -7.8% | -6.0% | -1.7% | -7.0% |
| 3M | -4.0% | -11.0% | +7.0% | -2.5% |
| 6M | -1.9% | -0.5% | -1.4% | -2.0% |
| YTD | -0.2% | +0.1% | -0.2% | -0.6% |
| 1Y | +10.7% | +28.2% | -17.5% | +6.4% |
| 3Y | +210.8% | +113.8% | +96.9% | +174.9% |
| 5Y | +238.2% | +131.3% | +106.9% | +193.0% |
| 10Y | +313.4% | +296.7% | +16.7% | +224.0% |
| All | +2,315.4% | +7,123.9% | -4,808.4% | +1,180.2% |
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 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