+2.0%
RDW vs UEC
+477.3%
-475.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | -0.5% |
| 7D | +0.9% | -9.4% | +10.3% | +4.3% |
| 30D | -21.3% | -8.0% | -13.3% | -19.5% |
| 3M | -37.9% | -1.7% | -36.2% | -37.6% |
| 6M | +12.3% | -26.1% | +38.4% | +23.8% |
| YTD | +39.7% | -10.5% | +50.3% | +48.1% |
| 1Y | +25.7% | -13.3% | +39.0% | +32.5% |
| 3Y | +230.8% | +116.4% | +114.5% | +163.9% |
| 5Y | -8.8% | +225.5% | -234.3% | -36.5% |
| All | +2.0% | +477.3% | -475.3% | -31.5% |
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 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