+341.2%
ROK vs UEC
+939.6%
-598.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.5% |
| 7D | -1.6% | -4.3% | +2.6% | -1.1% |
| 30D | -5.4% | -3.8% | -1.6% | -5.2% |
| 3M | -4.0% | +17.0% | -20.9% | -6.4% |
| 6M | +13.3% | -23.9% | +37.2% | +15.3% |
| YTD | +9.3% | -5.7% | +15.0% | +7.7% |
| 1Y | +25.8% | -12.5% | +38.4% | +23.7% |
| 3Y | +49.1% | +136.5% | -87.4% | +24.0% |
| 5Y | +45.9% | +243.3% | -197.4% | +7.9% |
| All | +341.2% | +939.6% | -598.5% | +127.8% |
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 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