+322.5%
UTHR vs RRC
+4.5%
+317.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +3.0% | -1.7% | +4.8% | +3.2% |
| 30D | -4.3% | +3.6% | -7.9% | -4.6% |
| 3M | -8.4% | +8.8% | -17.2% | -9.2% |
| 6M | -4.2% | +0.8% | -5.0% | -4.6% |
| YTD | +4.0% | +19.0% | -15.0% | +1.9% |
| 1Y | +25.5% | +22.9% | +2.6% | +22.3% |
| 3Y | +125.1% | +32.3% | +92.8% | +115.7% |
| 5Y | +140.3% | +151.6% | -11.2% | +109.8% |
| 10Y | +322.5% | +5.5% | +317.0% | +279.7% |
| All | +322.5% | +4.5% | +317.9% | +279.7% |
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