+0.8%
ROL vs UEC
+156.3%
-155.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -2.5% |
| 7D | -3.4% | +2.6% | -6.0% | -3.4% |
| 30D | -6.9% | +5.6% | -12.5% | -6.9% |
| 3M | -24.6% | -5.7% | -18.9% | -24.5% |
| 6M | -39.5% | -8.0% | -31.5% | -39.5% |
| YTD | -41.1% | +1.8% | -42.9% | -41.1% |
| 1Y | -37.9% | +0.6% | -38.5% | -38.1% |
| 3Y | +0.8% | +155.2% | -154.4% | -4.3% |
| All | +0.8% | +156.3% | -155.5% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling