-0.4%
ROP vs UTHR
+190.4%
-190.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.3% |
| 7D | -1.6% | -2.3% | +0.6% | -1.5% |
| 30D | +29.5% | +6.1% | +23.5% | +29.0% |
| 3M | +17.5% | +8.1% | +9.5% | +16.9% |
| 6M | +38.1% | +3.1% | +35.0% | +37.6% |
| YTD | +7.0% | +19.5% | -12.6% | +5.3% |
| 1Y | +6.5% | +29.7% | -23.2% | +4.2% |
| 3Y | -5.5% | +162.7% | -168.2% | -14.4% |
| 5Y | -0.4% | +192.8% | -193.2% | -10.8% |
| All | -0.4% | +190.4% | -190.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling