+342.5%
RCL vs UEC
+908.7%
-566.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -15.7% | +1.9% | -17.6% | -16.3% |
| 3M | -8.0% | +8.9% | -16.9% | -10.2% |
| 6M | -10.1% | -14.5% | +4.3% | -9.8% |
| YTD | -5.9% | -0.7% | -5.2% | -9.7% |
| 1Y | -23.5% | -4.1% | -19.4% | -27.8% |
| 3Y | +174.4% | +148.9% | +25.5% | +97.8% |
| 5Y | +227.1% | +300.0% | -72.9% | +94.9% |
| 10Y | +342.5% | +994.3% | -651.8% | +78.5% |
| All | +342.5% | +908.7% | -566.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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