+97.9%
ROST vs UEC
+156.3%
-58.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.5% |
| 7D | +0.2% | +2.6% | -2.4% | +0.2% |
| 30D | -10.0% | +5.6% | -15.6% | -10.1% |
| 3M | +1.2% | -5.7% | +6.9% | +1.2% |
| 6M | +8.9% | -8.0% | +17.0% | +8.6% |
| YTD | +28.1% | +1.8% | +26.3% | +27.2% |
| 1Y | +53.0% | +0.6% | +52.4% | +51.6% |
| 3Y | +97.9% | +155.2% | -57.3% | +93.4% |
| All | +97.9% | +156.3% | -58.4% | +93.4% |
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