-1.8%
RMBS vs UEC
-16.4%
+14.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +3.7% |
| 7D | +1.8% | -9.4% | +11.2% | +5.2% |
| 30D | -13.9% | -8.0% | -5.9% | -12.0% |
| 3M | -39.8% | -1.7% | -38.1% | -40.1% |
| 6M | -6.0% | -26.1% | +20.1% | +1.1% |
| YTD | -5.4% | -10.5% | +5.2% | -1.6% |
| 1Y | -1.8% | -13.3% | +11.5% | -1.9% |
| All | -1.8% | -16.4% | +14.6% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling