+302.4%
ROIV vs UEC
+360.5%
-58.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +21.0% | -18.1% | +39.1% | +23.7% |
| 3M | +18.7% | -36.9% | +55.6% | +25.1% |
| 6M | +44.5% | -56.1% | +100.6% | +57.5% |
| YTD | +92.9% | -38.1% | +131.0% | +99.9% |
| 1Y | +100.2% | -41.7% | +141.9% | +108.2% |
| 3Y | +375.0% | +28.2% | +346.8% | +324.5% |
| 5Y | +435.2% | +31.7% | +403.5% | +341.7% |
| All | +302.4% | +360.5% | -58.1% | +220.5% |
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