+123.3%
RY vs UEC
+47.5%
+75.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.8% | -8.1% | -1.8% |
| 7D | -0.9% | -10.2% | +9.3% | -0.2% |
| 30D | +5.9% | -26.9% | +32.8% | +8.2% |
| 3M | -4.3% | -35.7% | +31.4% | -1.5% |
| 6M | +12.1% | -56.1% | +68.2% | +18.0% |
| YTD | +20.3% | -40.8% | +61.0% | +22.7% |
| 1Y | +41.0% | -43.4% | +84.4% | +43.9% |
| 3Y | +157.5% | +25.4% | +132.2% | +137.1% |
| All | +123.3% | +47.5% | +75.8% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling