+271.4%
RMBS vs UEC
+293.2%
-21.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -8.6% | +1.9% | -10.5% | -9.4% |
| 3M | -40.3% | +8.9% | -49.2% | -41.8% |
| 6M | -1.0% | -14.5% | +13.5% | +1.2% |
| YTD | -4.6% | -0.7% | -3.9% | -5.7% |
| 1Y | +17.6% | -4.1% | +21.6% | +14.9% |
| 3Y | +58.6% | +148.9% | -90.3% | +22.8% |
| All | +271.4% | +293.2% | -21.8% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling