+13.6%
ROL vs UEC
+47.5%
-34.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -2.3% |
| 7D | +9.5% | -10.2% | +19.7% | +9.8% |
| 30D | +22.9% | -26.9% | +49.9% | +24.1% |
| 3M | +3.5% | -35.7% | +39.2% | +4.8% |
| 6M | -29.4% | -56.1% | +26.7% | -27.7% |
| YTD | -36.1% | -40.8% | +4.7% | -35.7% |
| 1Y | -34.4% | -43.4% | +9.0% | -34.0% |
| 3Y | +4.0% | +25.4% | -21.4% | -3.3% |
| All | +13.6% | +47.5% | -34.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling