+84.4%
USO vs UTHR
+364.7%
-280.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.9% | +5.2% | -7.1% | -2.5% |
| 30D | -5.2% | +9.5% | -14.7% | -6.2% |
| 3M | +16.4% | +17.9% | -1.5% | +14.0% |
| 6M | +2.5% | +2.0% | +0.5% | +1.9% |
| YTD | +110.5% | +21.3% | +89.2% | +103.8% |
| 1Y | +108.4% | +27.9% | +80.5% | +100.3% |
| 3Y | +99.6% | +162.3% | -62.7% | +67.7% |
| 5Y | +160.1% | +190.7% | -30.7% | +110.8% |
| All | +84.4% | +364.7% | -280.3% | +25.3% |
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