+162.7%
UTHR vs RRC
+51.7%
+111.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.6% |
| 7D | -2.3% | -10.3% | +8.0% | -1.6% |
| 30D | +6.1% | +19.5% | -13.4% | +4.8% |
| 3M | +8.1% | +27.9% | -19.8% | +6.2% |
| 6M | +3.1% | +21.2% | -18.1% | +1.6% |
| YTD | +19.5% | +39.6% | -20.0% | +15.7% |
| 1Y | +29.7% | +31.3% | -1.5% | +26.3% |
| 3Y | +162.7% | +51.9% | +110.8% | +150.1% |
| All | +162.7% | +51.7% | +111.0% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling