+0.8%
ROL vs UTHR
+123.2%
-122.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.7% | -2.6% |
| 7D | -3.4% | -2.9% | -0.6% | -3.3% |
| 30D | -6.9% | -7.6% | +0.6% | -6.6% |
| 3M | -24.6% | -8.6% | -16.0% | -24.3% |
| 6M | -39.5% | +4.1% | -43.7% | -39.6% |
| YTD | -41.1% | +2.2% | -43.3% | -41.1% |
| 1Y | -37.9% | +26.2% | -64.1% | -38.6% |
| 3Y | +0.8% | +121.2% | -120.4% | -4.1% |
| All | +0.8% | +123.2% | -122.4% | -4.1% |
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 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