+311.1%
ROST vs UEC
+631.2%
-320.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.3% | -1.1% |
| 7D | +0.9% | +4.9% | -4.1% | +0.3% |
| 30D | +5.1% | -17.5% | +22.6% | +6.8% |
| 3M | -4.3% | -40.1% | +35.9% | +0.1% |
| 6M | +9.4% | -56.1% | +65.5% | +16.9% |
| YTD | +32.5% | -41.8% | +74.3% | +35.7% |
| 1Y | +46.9% | -44.8% | +91.7% | +50.6% |
| 3Y | +98.1% | +20.6% | +77.5% | +76.3% |
| 5Y | +116.9% | +24.3% | +92.6% | +80.0% |
| All | +311.1% | +631.2% | -320.1% | +143.8% |
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