+209.8%
RSP vs UEC
+908.7%
-698.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | -2.5% | +1.9% | -4.5% | -2.9% |
| 3M | +3.0% | +8.9% | -5.9% | +1.5% |
| 6M | +8.9% | -14.5% | +23.4% | +8.9% |
| YTD | +13.0% | -0.7% | +13.6% | +10.5% |
| 1Y | +16.2% | -4.1% | +20.3% | +12.8% |
| 3Y | +52.7% | +148.9% | -96.2% | +27.5% |
| 5Y | +50.5% | +300.0% | -249.5% | +11.3% |
| 10Y | +209.8% | +994.3% | -784.5% | +73.3% |
| All | +209.8% | +908.7% | -698.9% | +73.3% |
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