+337.3%
ROIV vs UEC
+19.3%
+318.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +5.3% |
| 7D | +5.3% | -10.2% | +15.6% | +6.6% |
| 30D | +11.9% | -26.9% | +38.8% | +15.9% |
| 3M | +10.7% | -35.7% | +46.4% | +16.2% |
| 6M | +34.9% | -56.1% | +91.0% | +45.9% |
| YTD | +79.2% | -40.8% | +119.9% | +87.3% |
| 1Y | +89.0% | -43.4% | +132.4% | +97.8% |
| 3Y | +337.3% | +25.4% | +312.0% | +288.8% |
| All | +337.3% | +19.3% | +318.0% | +288.8% |
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 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