+102.7%
RIO vs UEC
+156.3%
-53.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | +1.9% | +2.6% | -0.7% | +1.6% |
| 30D | +5.0% | +5.6% | -0.6% | +3.9% |
| 3M | +5.1% | -5.7% | +10.8% | +5.0% |
| 6M | +17.6% | -8.0% | +25.7% | +17.4% |
| YTD | +36.3% | +1.8% | +34.5% | +34.2% |
| 1Y | +71.2% | +0.6% | +70.6% | +67.2% |
| 3Y | +102.7% | +155.2% | -52.4% | +68.1% |
| All | +102.7% | +156.3% | -53.5% | +68.1% |
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