+291.1%
ROIV vs UEC
+385.4%
-94.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.1% | -5.5% | +3.3% |
| 7D | +13.3% | +1.5% | +11.9% | +13.0% |
| 30D | +14.8% | -17.1% | +31.8% | +17.2% |
| 3M | +11.9% | -32.3% | +44.2% | +16.9% |
| 6M | +42.4% | -49.7% | +92.1% | +52.6% |
| YTD | +87.4% | -34.8% | +122.2% | +93.0% |
| 1Y | +97.2% | -37.5% | +134.8% | +103.4% |
| 3Y | +375.7% | +37.1% | +338.6% | +321.6% |
| 5Y | +379.0% | +44.3% | +334.7% | +292.7% |
| All | +291.1% | +385.4% | -94.3% | +209.5% |
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