-20.9%
RUN vs UEC
+439.7%
-460.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.9% | -0.1% | -4.5% |
| 7D | -13.7% | +4.9% | -18.6% | -14.9% |
| 30D | +9.4% | -17.5% | +26.8% | +14.2% |
| 3M | -13.4% | -40.1% | +26.7% | -2.1% |
| 6M | -39.6% | -56.1% | +16.6% | -26.7% |
| YTD | -53.7% | -41.8% | -11.9% | -48.6% |
| 1Y | -56.2% | -44.8% | -11.4% | -50.9% |
| 3Y | -9.7% | +20.6% | -30.3% | -25.7% |
| 5Y | -85.5% | +24.3% | -109.8% | -89.2% |
| 10Y | +66.7% | +639.1% | -572.4% | -31.4% |
| All | -20.9% | +439.7% | -460.6% | -68.0% |
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