+212.7%
ROL vs UTHR
+366.4%
-153.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -1.7% | +4.9% | -6.6% | -2.3% |
| 30D | +18.5% | +9.2% | +9.3% | +17.1% |
| 3M | +4.3% | +15.9% | -11.6% | +2.1% |
| 6M | -27.7% | +2.0% | -29.7% | -28.1% |
| YTD | -35.8% | +21.8% | -57.6% | -37.9% |
| 1Y | -34.1% | +28.6% | -62.6% | -36.8% |
| 3Y | +2.9% | +166.2% | -163.3% | -14.5% |
| 5Y | +12.7% | +191.8% | -179.1% | -9.4% |
| All | +212.7% | +366.4% | -153.6% | +118.3% |
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