+379.3%
RIO vs UEC
+8.7%
+370.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +0.5% | +0.6% | -0.1% | +0.2% |
| 30D | -9.9% | -18.1% | +8.2% | -7.1% |
| 3M | -14.0% | -36.9% | +22.9% | -7.6% |
| 6M | -19.5% | -56.1% | +36.6% | -8.9% |
| YTD | +11.5% | -38.1% | +49.6% | +17.5% |
| 1Y | +26.9% | -41.7% | +68.6% | +34.1% |
| 3Y | +55.1% | +28.2% | +26.9% | +33.1% |
| 5Y | +90.7% | +31.7% | +59.0% | +48.5% |
| 10Y | +363.3% | +685.9% | -322.5% | +109.4% |
| All | +379.3% | +8.7% | +370.5% | +62.8% |
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