+184.4%
ROP vs UTHR
+364.7%
-180.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.7% | +5.2% | -4.5% | 0.0% |
| 30D | +28.8% | +9.5% | +19.3% | +27.2% |
| 3M | +21.1% | +17.9% | +3.1% | +18.2% |
| 6M | +52.5% | +2.0% | +50.5% | +51.7% |
| YTD | +8.9% | +21.3% | -12.5% | +5.2% |
| 1Y | +8.2% | +27.9% | -19.6% | +3.8% |
| 3Y | -5.2% | +162.3% | -167.5% | -21.2% |
| 5Y | +1.7% | +190.7% | -189.0% | -18.4% |
| All | +184.4% | +364.7% | -180.3% | +90.9% |
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