+247.0%
RL vs UEC
+19.3%
+227.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -2.0% |
| 7D | -4.2% | -10.2% | +6.1% | -3.2% |
| 30D | +4.3% | -26.9% | +31.2% | +7.1% |
| 3M | -4.6% | -35.7% | +31.1% | -1.3% |
| 6M | +1.7% | -56.1% | +57.8% | +8.1% |
| YTD | +7.3% | -40.8% | +48.1% | +9.8% |
| 1Y | +20.8% | -43.4% | +64.2% | +23.6% |
| 3Y | +247.0% | +25.4% | +221.6% | +242.5% |
| All | +247.0% | +19.3% | +227.7% | +242.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling