-92.8%
RIG vs UEC
+0.2%
-92.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.6% |
| 7D | +5.7% | -3.8% | +9.5% | +6.3% |
| 30D | -0.7% | -13.5% | +12.8% | +1.9% |
| 3M | -3.1% | -40.5% | +37.3% | +6.5% |
| 6M | -16.3% | -56.7% | +40.4% | -3.4% |
| YTD | +34.1% | -43.0% | +77.1% | +42.7% |
| 1Y | +38.2% | -42.5% | +80.7% | +45.9% |
| 3Y | -15.3% | +11.6% | -26.8% | -28.5% |
| 5Y | +62.5% | +21.8% | +40.7% | +27.1% |
| 10Y | -46.6% | +623.9% | -670.5% | -74.6% |
| All | -92.8% | +0.2% | -92.9% | -97.2% |
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