+5,665.2%
ROL vs UTHR
+8,620.1%
-2,954.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | +20.8% | +7.2% | +13.6% | +19.8% |
| 3M | +3.7% | +11.1% | -7.4% | +2.3% |
| 6M | -27.7% | +4.2% | -31.9% | -28.2% |
| YTD | -34.9% | +20.8% | -55.7% | -36.7% |
| 1Y | -33.3% | +29.7% | -63.0% | -35.6% |
| 3Y | +4.3% | +164.1% | -159.8% | -8.9% |
| 5Y | +15.0% | +190.7% | -175.7% | -1.6% |
| 10Y | +214.7% | +355.4% | -140.7% | +148.8% |
| All | +5,665.2% | +8,620.1% | -2,954.9% | +3,335.0% |
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