+157.5%
RY vs UEC
+157.0%
+0.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +3.1% | -6.9% | +10.0% | +3.6% |
| 30D | -0.3% | +7.6% | -8.0% | -0.9% |
| 3M | +8.7% | -18.4% | +27.0% | +9.5% |
| 6M | +28.5% | -23.3% | +51.8% | +29.4% |
| YTD | +25.1% | -1.2% | +26.3% | +23.6% |
| 1Y | +46.3% | +2.3% | +44.0% | +43.2% |
| All | +157.5% | +157.0% | +0.5% | +122.7% |
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