+304.4%
UTHR vs DAR
+375.1%
-70.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | +2.8% | +0.9% | +1.8% | +2.6% |
| 30D | -2.3% | +6.4% | -8.7% | -3.3% |
| 3M | -7.4% | +13.2% | -20.6% | -9.4% |
| 6M | -6.0% | +26.2% | -32.1% | -9.6% |
| YTD | +3.4% | +84.4% | -81.0% | -6.2% |
| 1Y | +27.1% | +112.0% | -85.0% | +12.3% |
| 3Y | +123.8% | +13.4% | +110.5% | +114.7% |
| 5Y | +139.6% | -6.0% | +145.6% | +130.2% |
| All | +304.4% | +375.1% | -70.6% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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