+355.9%
RL vs UEC
+696.7%
-340.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.2% | +1.0% |
| 7D | +1.3% | -5.2% | +6.5% | +1.9% |
| 30D | +7.6% | -22.0% | +29.6% | +10.8% |
| 3M | -1.5% | -37.0% | +35.5% | +3.6% |
| 6M | +12.1% | -52.7% | +64.8% | +20.9% |
| YTD | +13.9% | -38.6% | +52.5% | +17.3% |
| 1Y | +20.7% | -44.6% | +65.2% | +25.3% |
| 3Y | +260.6% | +27.1% | +233.4% | +216.8% |
| 5Y | +248.9% | +37.9% | +211.0% | +182.8% |
| 10Y | +355.9% | +631.6% | -275.7% | +174.5% |
| All | +355.9% | +696.7% | -340.8% | +174.5% |
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