+208.2%
ROL vs UTHR
+310.6%
-102.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | -3.3% | +3.0% | -6.3% | -3.7% |
| 30D | -7.2% | -4.3% | -2.9% | -6.7% |
| 3M | -27.0% | -8.4% | -18.6% | -26.2% |
| 6M | -39.5% | -4.2% | -35.3% | -39.3% |
| YTD | -41.8% | +4.0% | -45.8% | -42.4% |
| 1Y | -38.9% | +25.5% | -64.4% | -41.3% |
| 3Y | -0.4% | +125.1% | -125.5% | -15.3% |
| 5Y | -4.2% | +140.3% | -144.5% | -20.8% |
| 10Y | +208.2% | +322.5% | -114.3% | +111.1% |
| All | +208.2% | +310.6% | -102.4% | +111.1% |
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