-17.9%
ROP vs UEC
+156.3%
-174.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -2.8% |
| 7D | -5.4% | +2.6% | -8.0% | -5.4% |
| 30D | -1.6% | +5.6% | -7.2% | -1.6% |
| 3M | +18.8% | -5.7% | +24.6% | +19.1% |
| 6M | +8.2% | -8.0% | +16.2% | +8.4% |
| YTD | -10.5% | +1.8% | -12.3% | -11.0% |
| 1Y | -23.7% | +0.6% | -24.3% | -24.6% |
| 3Y | -17.9% | +155.2% | -173.0% | -24.6% |
| All | -17.9% | +156.3% | -174.1% | -24.6% |
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 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