-92.4%
RIG vs UEC
+73.5%
-165.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +0.9% | -6.9% | +7.8% | +2.4% |
| 30D | +13.8% | +7.6% | +6.2% | +11.3% |
| 3M | -6.4% | -18.4% | +12.0% | -4.0% |
| 6M | -8.2% | -23.3% | +15.1% | -6.4% |
| YTD | +41.6% | -1.2% | +42.8% | +35.2% |
| 1Y | +88.7% | +2.3% | +86.4% | +74.7% |
| 3Y | -30.9% | +162.3% | -193.1% | -51.4% |
| 5Y | +57.7% | +287.2% | -229.6% | -2.6% |
| 10Y | -39.3% | +1,009.6% | -1,048.9% | -73.5% |
| All | -92.4% | +73.5% | -165.9% | -97.4% |
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