+345.8%
RIO vs UEC
+616.1%
-270.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -0.9% | -3.8% | +2.8% | -0.4% |
| 30D | -9.1% | -13.5% | +4.4% | -7.2% |
| 3M | -13.7% | -40.5% | +26.8% | -6.8% |
| 6M | -24.3% | -56.7% | +32.3% | -14.9% |
| YTD | +8.9% | -43.0% | +51.9% | +15.9% |
| 1Y | +22.7% | -42.5% | +65.2% | +29.7% |
| 3Y | +51.2% | +11.6% | +39.6% | +34.8% |
| 5Y | +88.1% | +21.8% | +66.4% | +52.2% |
| All | +345.8% | +616.1% | -270.3% | +125.2% |
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 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