+287.7%
RNG vs UEC
+426.1%
-138.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.7% |
| 7D | -0.8% | +2.6% | -3.4% | -1.2% |
| 30D | +11.4% | +5.6% | +5.8% | +10.3% |
| 3M | +72.1% | -5.7% | +77.8% | +71.5% |
| 6M | +67.9% | -8.0% | +76.0% | +65.6% |
| YTD | +144.3% | +1.8% | +142.5% | +135.1% |
| 1Y | +117.5% | +0.6% | +116.9% | +106.4% |
| 3Y | +123.9% | +155.2% | -31.3% | +76.2% |
| 5Y | -70.1% | +305.8% | -375.9% | -78.7% |
| 10Y | +215.9% | +943.0% | -727.1% | +77.8% |
| All | +287.7% | +426.1% | -138.4% | +112.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling