+146.3%
UTHR vs URA
+36.0%
+110.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.0% |
| 7D | -6.1% | -4.1% | -2.0% | -5.8% |
| 30D | +3.1% | -19.0% | +22.1% | +4.9% |
| 3M | +5.5% | -25.1% | +30.6% | +7.9% |
| 6M | -5.8% | -44.5% | +38.7% | -1.3% |
| YTD | +15.3% | -24.3% | +39.7% | +16.9% |
| 1Y | +23.8% | -28.1% | +51.9% | +25.9% |
| 3Y | +146.3% | +40.7% | +105.6% | +127.4% |
| All | +146.3% | +36.0% | +110.3% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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