+349.4%
RY vs UEC
+631.2%
-281.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.1% |
| 7D | -0.5% | +4.9% | -5.5% | -1.1% |
| 30D | +4.7% | -17.5% | +22.2% | +6.4% |
| 3M | -4.5% | -40.1% | +35.7% | -0.3% |
| 6M | +12.5% | -56.1% | +68.7% | +20.0% |
| YTD | +21.1% | -41.8% | +62.9% | +24.4% |
| 1Y | +38.6% | -44.8% | +83.5% | +42.6% |
| 3Y | +160.2% | +20.6% | +139.6% | +136.3% |
| 5Y | +124.7% | +24.3% | +100.4% | +91.7% |
| All | +349.4% | +631.2% | -281.8% | +170.5% |
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