+220.7%
ROL vs UEC
+616.1%
-395.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +2.7% |
| 7D | +3.0% | -3.8% | +6.7% | +3.2% |
| 30D | +19.8% | -13.5% | +33.3% | +20.5% |
| 3M | +7.9% | -40.5% | +48.4% | +10.6% |
| 6M | -25.6% | -56.7% | +31.0% | -22.8% |
| YTD | -34.1% | -43.0% | +8.8% | -33.3% |
| 1Y | -31.4% | -42.5% | +11.1% | -30.7% |
| 3Y | +4.7% | +11.6% | -6.9% | -2.3% |
| 5Y | +15.6% | +21.8% | -6.2% | +2.2% |
| All | +220.7% | +616.1% | -395.4% | +123.8% |
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