+88.3%
RF vs UEC
+157.0%
-68.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +1.3% | -6.9% | +8.2% | +1.7% |
| 30D | -3.6% | +7.6% | -11.3% | -4.1% |
| 3M | +8.1% | -18.4% | +26.5% | +9.0% |
| 6M | +11.5% | -23.3% | +34.7% | +12.2% |
| YTD | +15.6% | -1.2% | +16.8% | +14.3% |
| 1Y | +15.7% | +2.3% | +13.4% | +13.3% |
| All | +88.3% | +157.0% | -68.7% | +64.8% |
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