+584.5%
RIO vs UEC
+885.8%
-301.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +1.4% |
| 7D | -3.2% | -9.4% | +6.2% | -1.7% |
| 30D | +0.9% | -8.0% | +8.9% | +2.0% |
| 3M | -1.4% | -1.7% | +0.3% | -1.7% |
| 6M | +10.9% | -26.1% | +37.1% | +14.6% |
| YTD | +31.2% | -10.5% | +41.7% | +30.6% |
| 1Y | +67.9% | -13.3% | +81.2% | +65.5% |
| 3Y | +88.8% | +116.4% | -27.6% | +51.0% |
| 5Y | +93.1% | +225.5% | -132.4% | +31.9% |
| All | +584.5% | +885.8% | -301.3% | +225.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling