+354.4%
RMD vs UTHR
+366.4%
-12.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.1% | +4.9% | -4.8% | -0.7% |
| 30D | +1.9% | +9.2% | -7.3% | +0.4% |
| 3M | +6.3% | +15.9% | -9.6% | +3.4% |
| 6M | +18.2% | +2.0% | +16.2% | +17.5% |
| YTD | +0.3% | +21.8% | -21.5% | -3.9% |
| 1Y | -4.3% | +28.6% | -32.8% | -9.1% |
| 3Y | +71.3% | +166.2% | -95.0% | +36.9% |
| 5Y | -1.8% | +191.8% | -193.6% | -24.5% |
| All | +354.4% | +366.4% | -12.0% | +195.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling