+9,122.9%
UTHR vs DAR
+3,112.2%
+6,010.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -6.1% | -9.9% | +3.8% | -5.6% |
| 30D | +3.1% | -16.4% | +19.5% | +4.1% |
| 3M | +5.5% | -17.1% | +22.5% | +6.5% |
| 6M | -5.8% | -20.5% | +14.7% | -4.8% |
| YTD | +15.3% | +39.4% | -24.1% | +12.8% |
| 1Y | +23.8% | +57.2% | -33.4% | +20.2% |
| 3Y | +146.3% | +13.9% | +132.4% | +141.1% |
| 5Y | +177.8% | -40.8% | +218.6% | +180.1% |
| 10Y | +392.4% | +276.2% | +116.2% | +343.5% |
| All | +9,122.9% | +3,112.2% | +6,010.7% | +7,564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling