+215.0%
RNG vs UEC
+885.8%
-670.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.6% |
| 7D | -6.1% | -9.4% | +3.4% | -4.8% |
| 30D | +9.6% | -8.0% | +17.6% | +10.5% |
| 3M | +83.3% | -1.7% | +85.0% | +82.0% |
| 6M | +77.9% | -26.1% | +104.1% | +81.0% |
| YTD | +139.9% | -10.5% | +150.5% | +133.6% |
| 1Y | +121.7% | -13.3% | +134.9% | +113.0% |
| 3Y | +121.9% | +116.4% | +5.5% | +70.9% |
| 5Y | -68.4% | +225.5% | -293.9% | -78.3% |
| All | +215.0% | +885.8% | -670.9% | +44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling