+91.4%
USO vs UTHR
+125.3%
-33.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +2.8% |
| 7D | +6.2% | +3.0% | +3.2% | +6.4% |
| 30D | +19.1% | -4.3% | +23.4% | +18.9% |
| 3M | +14.2% | -8.4% | +22.6% | +13.9% |
| 6M | +43.7% | -4.2% | +48.0% | +43.3% |
| YTD | +116.8% | +4.0% | +112.8% | +116.7% |
| 1Y | +104.3% | +25.5% | +78.8% | +104.0% |
| All | +91.4% | +125.3% | -33.9% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling