-33.3%
ROL vs UEC
-44.4%
+11.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | -0.5% |
| 7D | +3.4% | -5.2% | +8.6% | +3.3% |
| 30D | +20.8% | -22.0% | +42.7% | +20.0% |
| 3M | +3.7% | -37.0% | +40.7% | +2.5% |
| 6M | -27.7% | -52.7% | +25.0% | -28.6% |
| YTD | -34.9% | -38.6% | +3.7% | -35.0% |
| 1Y | -33.3% | -44.6% | +11.3% | -33.6% |
| All | -33.3% | -44.4% | +11.1% | -33.6% |
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