+340.0%
UTHR vs DAR
+311.7%
+28.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +5.2% | +11.6% | -6.4% | +3.6% |
| 30D | +9.5% | -10.2% | +19.7% | +11.0% |
| 3M | +17.9% | -14.8% | +32.8% | +20.3% |
| 6M | +2.0% | -10.1% | +12.1% | +2.9% |
| YTD | +21.3% | +55.5% | -34.2% | +12.6% |
| 1Y | +27.9% | +61.7% | -33.8% | +17.8% |
| 3Y | +162.3% | +37.2% | +125.2% | +140.5% |
| 5Y | +190.7% | -26.9% | +217.7% | +192.1% |
| All | +340.0% | +311.7% | +28.3% | +167.9% |
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