+5.5%
RRC vs UEC
+908.7%
-903.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | +3.6% | +1.9% | +1.7% | +2.6% |
| 3M | +8.8% | +8.9% | -0.1% | +5.0% |
| 6M | +0.8% | -14.5% | +15.2% | -0.3% |
| YTD | +19.0% | -0.7% | +19.7% | +11.8% |
| 1Y | +22.9% | -4.1% | +27.0% | +13.0% |
| 3Y | +32.3% | +148.9% | -116.6% | -11.8% |
| 5Y | +151.6% | +300.0% | -148.4% | +31.8% |
| 10Y | +5.5% | +994.3% | -988.8% | -64.8% |
| All | +5.5% | +908.7% | -903.2% | -64.8% |
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