+7,901.8%
UTHR vs RVTY
+973.6%
+6,928.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -5.4% | +1.1% | -6.5% | -5.8% |
| 30D | -6.0% | +13.2% | -19.3% | -9.6% |
| 3M | -11.0% | +27.2% | -38.2% | -17.7% |
| 6M | -0.5% | +32.4% | -32.9% | -9.7% |
| YTD | +0.1% | +34.9% | -34.8% | -10.3% |
| 1Y | +28.2% | +52.4% | -24.2% | +10.1% |
| 3Y | +113.8% | +12.3% | +101.5% | +94.7% |
| 5Y | +131.3% | -30.8% | +162.1% | +137.9% |
| 10Y | +296.7% | +150.7% | +146.0% | +159.4% |
| All | +7,901.8% | +973.6% | +6,928.2% | +3,105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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