+685.9%
UEC vs RVTY
+219.4%
+466.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +1.3% |
| 30D | -18.1% | +1.7% | -19.9% | -18.5% |
| 3M | -36.9% | +36.8% | -73.7% | -46.2% |
| 6M | -56.1% | +60.1% | -116.2% | -65.9% |
| YTD | -38.1% | +64.0% | -102.1% | -52.9% |
| 1Y | -41.7% | +68.2% | -109.9% | -56.4% |
| 3Y | +28.2% | +88.8% | -60.6% | -19.9% |
| 5Y | +31.7% | -10.5% | +42.2% | +33.9% |
| All | +685.9% | +219.4% | +466.5% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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