+340.0%
UTHR vs RRC
+73.1%
+267.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | +5.2% | +6.4% | -1.2% | +4.6% |
| 30D | +9.5% | +23.9% | -14.4% | +7.2% |
| 3M | +17.9% | +30.2% | -12.2% | +14.9% |
| 6M | +2.0% | +26.3% | -24.2% | -0.5% |
| YTD | +21.3% | +48.1% | -26.8% | +16.4% |
| 1Y | +27.9% | +37.7% | -9.8% | +23.4% |
| 3Y | +162.3% | +60.3% | +102.1% | +147.2% |
| 5Y | +190.7% | +135.3% | +55.5% | +157.6% |
| All | +340.0% | +73.1% | +267.0% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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