+124.2%
RNG vs UEC
+146.8%
-22.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +8.6% | +1.9% | +6.7% | +8.4% |
| 3M | +78.0% | +8.9% | +69.0% | +76.7% |
| 6M | +67.0% | -14.5% | +81.5% | +67.3% |
| YTD | +142.4% | -0.7% | +143.1% | +138.3% |
| 1Y | +120.4% | -4.1% | +124.5% | +114.5% |
| All | +124.2% | +146.8% | -22.6% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling