+51.9%
RRC vs UEC
+37.5%
+14.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.1% | -9.8% | -0.4% |
| 7D | -10.3% | +1.5% | -11.8% | -10.5% |
| 30D | +19.5% | -17.1% | +36.6% | +20.7% |
| 3M | +27.9% | -32.3% | +60.2% | +30.6% |
| 6M | +21.2% | -49.7% | +70.9% | +26.0% |
| YTD | +39.6% | -34.8% | +74.3% | +39.5% |
| 1Y | +31.3% | -37.5% | +68.8% | +31.1% |
| 3Y | +51.9% | +37.1% | +14.9% | +22.4% |
| All | +51.9% | +37.5% | +14.4% | +22.4% |
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