-38.9%
ROL vs UEC
-1.0%
-37.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -1.3% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -7.2% | +1.9% | -9.2% | -7.2% |
| 3M | -27.0% | +8.9% | -35.9% | -26.6% |
| 6M | -39.5% | -14.5% | -25.1% | -39.5% |
| YTD | -41.8% | -0.7% | -41.1% | -41.1% |
| 1Y | -38.9% | -4.1% | -34.8% | -38.2% |
| All | -38.9% | -1.0% | -37.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling