+6.1%
ROL vs UTHR
+157.2%
-151.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.6% | +1.9% |
| 7D | +7.5% | -2.3% | +9.8% | +7.6% |
| 30D | +21.1% | +6.1% | +15.1% | +20.8% |
| 3M | +3.1% | +8.1% | -4.9% | +2.7% |
| 6M | -27.4% | +3.1% | -30.5% | -27.6% |
| YTD | -34.7% | +19.5% | -54.3% | -35.2% |
| 1Y | -32.9% | +29.7% | -62.7% | -33.6% |
| 3Y | +6.1% | +162.7% | -156.6% | +2.3% |
| All | +6.1% | +157.2% | -151.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling