+204.4%
RSP vs UTHR
+308.5%
-104.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.4% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -1.5% | -7.6% | +6.1% | -0.3% |
| 3M | +4.8% | -8.6% | +13.4% | +6.3% |
| 6M | +10.3% | +4.1% | +6.1% | +8.9% |
| YTD | +14.1% | +2.2% | +11.9% | +12.7% |
| 1Y | +17.0% | +26.2% | -9.2% | +11.0% |
| 3Y | +54.2% | +121.2% | -67.0% | +26.3% |
| 5Y | +51.5% | +136.5% | -85.0% | +19.9% |
| 10Y | +204.4% | +300.1% | -95.7% | +93.5% |
| All | +204.4% | +308.5% | -104.1% | +93.5% |
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 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