+373.9%
RY vs UEC
+933.9%
-560.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.0% |
| 7D | +2.7% | +2.6% | +0.1% | +2.5% |
| 30D | -1.0% | +5.6% | -6.6% | -1.7% |
| 3M | +7.6% | -5.7% | +13.4% | +7.4% |
| 6M | +29.5% | -8.0% | +37.5% | +28.6% |
| YTD | +24.2% | +1.8% | +22.4% | +21.3% |
| 1Y | +46.4% | +0.6% | +45.8% | +41.8% |
| 3Y | +159.4% | +155.2% | +4.3% | +119.2% |
| 5Y | +141.8% | +305.8% | -164.0% | +81.3% |
| 10Y | +373.9% | +943.0% | -569.1% | +175.1% |
| All | +373.9% | +933.9% | -560.0% | +175.1% |
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