+73.3%
RUN vs UEC
+616.1%
-542.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.3% | +1.9% |
| 7D | -13.5% | -3.8% | -9.8% | -12.7% |
| 30D | +18.3% | -13.5% | +31.8% | +22.1% |
| 3M | -12.5% | -40.5% | +28.0% | -0.3% |
| 6M | -40.3% | -56.7% | +16.4% | -26.6% |
| YTD | -53.1% | -43.0% | -10.1% | -47.4% |
| 1Y | -54.3% | -42.5% | -11.7% | -49.1% |
| 3Y | -6.5% | +11.6% | -18.1% | -22.5% |
| 5Y | -85.3% | +21.8% | -107.0% | -89.3% |
| All | +73.3% | +616.1% | -542.8% | -38.4% |
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 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