+399.0%
RL vs UEC
+73.5%
+325.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -0.8% | -6.9% | +6.1% | -0.1% |
| 30D | -7.8% | +7.6% | -15.4% | -8.7% |
| 3M | -4.0% | -18.4% | +14.4% | -2.8% |
| 6M | -1.9% | -23.3% | +21.4% | -0.6% |
| YTD | -0.2% | -1.2% | +1.0% | -2.2% |
| 1Y | +10.7% | +2.3% | +8.4% | +6.8% |
| 3Y | +210.8% | +162.3% | +48.5% | +161.0% |
| 5Y | +238.2% | +287.2% | -49.0% | +158.7% |
| 10Y | +313.4% | +1,009.6% | -696.2% | +155.4% |
| All | +399.0% | +73.5% | +325.5% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling