+683.0%
RCL vs UEC
+73.5%
+609.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.1% | -6.9% | +1.8% | -4.0% |
| 30D | -19.0% | +7.6% | -26.7% | -20.2% |
| 3M | -9.6% | -18.4% | +8.8% | -7.7% |
| 6M | -6.7% | -23.3% | +16.6% | -4.8% |
| YTD | -3.9% | -1.2% | -2.7% | -6.9% |
| 1Y | -25.1% | +2.3% | -27.4% | -29.2% |
| 3Y | +179.1% | +162.3% | +16.8% | +114.1% |
| 5Y | +243.3% | +287.2% | -43.9% | +131.1% |
| 10Y | +325.8% | +1,009.6% | -683.8% | +111.2% |
| All | +683.0% | +73.5% | +609.5% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling