+373.0%
RL vs UEC
+765.9%
-393.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.1% | -4.3% | +4.5% |
| 7D | +0.2% | +1.5% | -1.2% | 0.0% |
| 30D | +7.3% | -17.1% | +24.4% | +9.6% |
| 3M | +1.0% | -32.3% | +33.4% | +5.4% |
| 6M | +11.8% | -49.7% | +61.5% | +19.7% |
| YTD | +13.6% | -34.8% | +48.4% | +16.1% |
| 1Y | +24.0% | -37.5% | +61.6% | +26.9% |
| 3Y | +256.6% | +37.1% | +219.5% | +210.2% |
| 5Y | +240.2% | +44.3% | +195.9% | +174.0% |
| 10Y | +373.0% | +737.4% | -364.4% | +176.3% |
| All | +373.0% | +765.9% | -393.0% | +176.3% |
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