+61.1%
RRC vs UEC
+746.7%
-685.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.1% | -9.8% | -1.8% |
| 7D | -10.3% | +1.5% | -11.8% | -10.8% |
| 30D | +19.5% | -17.1% | +36.6% | +23.4% |
| 3M | +27.9% | -32.3% | +60.2% | +36.7% |
| 6M | +21.2% | -49.7% | +70.9% | +34.4% |
| YTD | +39.6% | -34.8% | +74.3% | +41.8% |
| 1Y | +31.3% | -37.5% | +68.8% | +33.2% |
| 3Y | +51.9% | +37.1% | +14.9% | +14.9% |
| 5Y | +110.2% | +44.3% | +65.8% | +40.0% |
| All | +61.1% | +746.7% | -685.6% | -42.0% |
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