+369.0%
UTHR vs RRC
+72.2%
+296.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +8.3% | +25.2% | -16.9% | +5.9% |
| 3M | +15.5% | +27.8% | -12.3% | +12.7% |
| 6M | +4.5% | +27.2% | -22.7% | +1.9% |
| YTD | +22.2% | +48.2% | -25.9% | +17.2% |
| 1Y | +29.7% | +34.7% | -5.0% | +25.4% |
| 3Y | +167.3% | +62.2% | +105.1% | +151.5% |
| 5Y | +196.5% | +130.9% | +65.6% | +162.9% |
| 10Y | +369.0% | +73.4% | +295.6% | +291.7% |
| All | +369.0% | +72.2% | +296.8% | +291.7% |
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