+436.5%
RL vs UEC
+4.1%
+432.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.8% | -8.2% | -2.1% |
| 7D | -4.2% | -10.2% | +6.1% | -3.1% |
| 30D | +4.3% | -26.9% | +31.2% | +7.6% |
| 3M | -4.6% | -35.7% | +31.1% | -0.7% |
| 6M | +1.7% | -56.1% | +57.8% | +9.3% |
| YTD | +7.3% | -40.8% | +48.1% | +10.6% |
| 1Y | +20.8% | -43.4% | +64.2% | +24.6% |
| 3Y | +247.0% | +25.4% | +221.6% | +215.0% |
| 5Y | +225.5% | +51.1% | +174.4% | +175.0% |
| 10Y | +363.0% | +695.4% | -332.4% | +196.6% |
| All | +436.5% | +4.1% | +432.5% | +167.6% |
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