+310.1%
RL vs UEC
+933.9%
-623.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.2% | -1.5% |
| 7D | +1.9% | +2.6% | -0.7% | +1.5% |
| 30D | -12.2% | +5.6% | -17.8% | -13.1% |
| 3M | -6.6% | -5.7% | -0.9% | -6.9% |
| 6M | +3.2% | -8.0% | +11.2% | +2.3% |
| YTD | -1.3% | +1.8% | -3.1% | -4.3% |
| 1Y | +13.6% | +0.6% | +13.0% | +8.8% |
| 3Y | +210.9% | +155.2% | +55.7% | +149.5% |
| 5Y | +246.9% | +305.8% | -58.9% | +143.5% |
| 10Y | +310.1% | +943.0% | -632.9% | +123.0% |
| All | +310.1% | +933.9% | -623.8% | +123.0% |
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