+9.4%
ROST vs UEC
-57.4%
+66.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.3% | -1.6% |
| 7D | +0.9% | +4.9% | -4.1% | +0.9% |
| 30D | +5.1% | -17.5% | +22.6% | +5.2% |
| 3M | -4.3% | -40.1% | +35.9% | -4.0% |
| 6M | +9.4% | -56.1% | +65.5% | +8.4% |
| All | +9.4% | -57.4% | +66.8% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling