+82.0%
USO vs UTHR
+313.7%
-231.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | +9.1% | +1.9% | +7.2% | +8.9% |
| 30D | +21.7% | -2.9% | +24.5% | +22.0% |
| 3M | +20.2% | -8.9% | +29.1% | +21.4% |
| 6M | +43.4% | -8.7% | +52.1% | +44.3% |
| YTD | +124.0% | +2.0% | +121.9% | +121.5% |
| 1Y | +112.2% | +22.8% | +89.4% | +104.3% |
| 3Y | +97.7% | +120.6% | -23.0% | +69.2% |
| 5Y | +217.4% | +136.4% | +81.0% | +164.0% |
| All | +82.0% | +313.7% | -231.7% | +23.7% |
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