+161.2%
RY vs UEC
+28.2%
+133.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | +6.3% | -18.1% | +24.4% | +7.3% |
| 3M | -2.6% | -36.9% | +34.3% | -0.3% |
| 6M | +13.9% | -56.1% | +70.0% | +18.7% |
| YTD | +21.7% | -38.1% | +59.8% | +23.4% |
| 1Y | +40.4% | -41.7% | +82.1% | +42.6% |
| All | +161.2% | +28.2% | +133.0% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling