+215.0%
RNG vs UTHR
+313.7%
-98.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.1% |
| 7D | -6.1% | +1.9% | -8.0% | -6.5% |
| 30D | +9.6% | -2.9% | +12.5% | +10.1% |
| 3M | +83.3% | -8.9% | +92.2% | +86.4% |
| 6M | +77.9% | -8.7% | +86.7% | +80.0% |
| YTD | +139.9% | +2.0% | +137.9% | +135.3% |
| 1Y | +121.7% | +22.8% | +98.9% | +107.4% |
| 3Y | +121.9% | +120.6% | +1.2% | +71.7% |
| 5Y | -68.4% | +136.4% | -204.8% | -76.5% |
| All | +215.0% | +313.7% | -98.8% | +86.2% |
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 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