+5,253.3%
ROL vs UTHR
+7,123.9%
-1,870.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -1.4% | -5.4% | +4.0% | -0.8% |
| 30D | -4.1% | -6.0% | +2.0% | -3.5% |
| 3M | -22.5% | -11.0% | -11.5% | -21.5% |
| 6M | -37.7% | -0.5% | -37.1% | -37.8% |
| YTD | -39.6% | +0.1% | -39.6% | -39.9% |
| 1Y | -36.0% | +28.2% | -64.2% | -38.2% |
| 3Y | -5.1% | +113.8% | -119.0% | -15.1% |
| 5Y | -3.4% | +131.3% | -134.7% | -15.1% |
| 10Y | +215.2% | +296.7% | -81.5% | +153.4% |
| All | +5,253.3% | +7,123.9% | -1,870.5% | +3,163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling