+276.4%
RCL vs UEC
+37.5%
+238.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.1% | -7.1% | +1.9% |
| 7D | +5.0% | +1.5% | +3.5% | +4.6% |
| 30D | +19.4% | -17.1% | +36.5% | +21.5% |
| 3M | +5.9% | -32.3% | +38.3% | +9.8% |
| 6M | +23.8% | -49.7% | +73.5% | +31.0% |
| YTD | +22.8% | -34.8% | +57.6% | +24.5% |
| 1Y | +34.3% | -37.5% | +71.8% | +36.2% |
| 3Y | +276.4% | +37.1% | +239.4% | +208.6% |
| All | +276.4% | +37.5% | +238.9% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling