-15.3%
ROP vs UTHR
+139.1%
-154.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.1% | -5.0% | -3.0% |
| 7D | -5.4% | -2.9% | -2.5% | -5.2% |
| 30D | -1.6% | -7.6% | +5.9% | -1.1% |
| 3M | +18.8% | -8.6% | +27.4% | +19.5% |
| 6M | +8.2% | +4.1% | +4.1% | +7.7% |
| YTD | -10.5% | +2.2% | -12.7% | -10.9% |
| 1Y | -23.7% | +26.2% | -49.9% | -25.4% |
| 3Y | -17.9% | +121.2% | -139.1% | -24.8% |
| 5Y | -15.3% | +136.5% | -151.9% | -22.5% |
| All | -15.3% | +139.1% | -154.4% | -22.5% |
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