+33.6%
RRC vs UEC
+73.5%
-39.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +1.3% | -6.9% | +8.2% | +2.5% |
| 30D | +10.1% | +7.6% | +2.5% | +8.2% |
| 3M | +4.0% | -18.4% | +22.4% | +5.9% |
| 6M | +1.6% | -23.3% | +24.9% | +2.6% |
| YTD | +19.7% | -1.2% | +20.9% | +14.2% |
| 1Y | +21.4% | +2.3% | +19.1% | +12.5% |
| 3Y | +29.7% | +162.3% | -132.6% | -5.2% |
| 5Y | +153.9% | +287.2% | -133.4% | +60.0% |
| 10Y | +10.8% | +1,009.6% | -998.8% | -50.2% |
| All | +33.6% | +73.5% | -39.9% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling