+312.1%
ROST vs UEC
+885.8%
-573.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.2% | +7.5% | +2.8% |
| 7D | +0.2% | -9.4% | +9.7% | +1.2% |
| 30D | -6.9% | -8.0% | +1.1% | -6.3% |
| 3M | -3.3% | -1.7% | -1.6% | -3.7% |
| 6M | +9.0% | -26.1% | +35.2% | +10.5% |
| YTD | +28.9% | -10.5% | +39.4% | +27.1% |
| 1Y | +54.0% | -13.3% | +67.3% | +50.6% |
| 3Y | +100.7% | +116.4% | -15.6% | +68.2% |
| 5Y | +116.0% | +225.5% | -109.5% | +61.1% |
| All | +312.1% | +885.8% | -573.7% | +135.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling