+208.2%
ROL vs UEC
+908.7%
-700.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.0% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -7.2% | +1.9% | -9.2% | -7.5% |
| 3M | -27.0% | +8.9% | -35.9% | -27.6% |
| 6M | -39.5% | -14.5% | -25.1% | -39.6% |
| YTD | -41.8% | -0.7% | -41.1% | -42.7% |
| 1Y | -38.9% | -4.1% | -34.8% | -40.1% |
| 3Y | -0.4% | +148.9% | -149.3% | -11.4% |
| 5Y | -4.2% | +300.0% | -304.2% | -21.8% |
| 10Y | +208.2% | +994.3% | -786.1% | +111.2% |
| All | +208.2% | +908.7% | -700.5% | +111.2% |
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