+352.0%
RY vs UEC
+686.4%
-334.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -1.9% |
| 7D | -0.9% | -10.2% | +9.3% | 0.0% |
| 30D | +5.9% | -26.9% | +32.8% | +8.8% |
| 3M | -4.3% | -35.7% | +31.4% | -0.7% |
| 6M | +12.1% | -56.1% | +68.2% | +19.6% |
| YTD | +20.3% | -40.8% | +61.0% | +23.3% |
| 1Y | +41.0% | -43.4% | +84.4% | +44.7% |
| 3Y | +157.5% | +25.4% | +132.2% | +133.1% |
| 5Y | +123.2% | +51.1% | +72.1% | +86.2% |
| All | +352.0% | +686.4% | -334.4% | +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