-27.0%
RKT vs UEC
+949.5%
-976.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.0% | +3.2% | -1.0% |
| 7D | -7.2% | -4.3% | -3.0% | -6.6% |
| 30D | -7.9% | -3.8% | -4.1% | -7.5% |
| 3M | +5.2% | +17.0% | -11.8% | +2.0% |
| 6M | -14.9% | -23.9% | +9.0% | -12.5% |
| YTD | -31.9% | -5.7% | -26.2% | -32.5% |
| 1Y | -36.9% | -12.5% | -24.4% | -37.8% |
| 3Y | +35.7% | +136.5% | -100.8% | +4.9% |
| 5Y | -9.7% | +243.3% | -253.0% | -41.9% |
| All | -27.0% | +949.5% | -976.5% | -68.9% |
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