+283.9%
RTX vs UEC
+908.7%
-624.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.6% | +1.9% | -13.5% | -12.0% |
| 3M | +9.2% | +8.9% | +0.2% | +7.5% |
| 6M | -4.4% | -14.5% | +10.0% | -4.4% |
| YTD | +8.9% | -0.7% | +9.6% | +6.6% |
| 1Y | +32.1% | -4.1% | +36.2% | +28.3% |
| 3Y | +151.2% | +148.9% | +2.3% | +108.6% |
| 5Y | +162.9% | +300.0% | -137.1% | +91.3% |
| 10Y | +283.9% | +994.3% | -710.4% | +107.9% |
| All | +283.9% | +908.7% | -624.8% | +107.9% |
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 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