+9,559.2%
UTHR vs RVTY
+1,212.2%
+8,347.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | +7.2% | +3.2% | +3.9% | +6.0% |
| 3M | +11.1% | +37.2% | -26.1% | +0.2% |
| 6M | +4.2% | +57.7% | -53.5% | -10.5% |
| YTD | +20.8% | +64.8% | -44.0% | +1.3% |
| 1Y | +29.7% | +72.8% | -43.2% | +6.9% |
| 3Y | +164.1% | +89.8% | +74.3% | +104.8% |
| 5Y | +190.7% | -8.4% | +199.1% | +172.5% |
| 10Y | +355.4% | +219.5% | +135.9% | +174.9% |
| All | +9,559.2% | +1,212.2% | +8,347.0% | +3,519.1% |
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