+27.1%
UEC vs RVTY
+91.6%
-64.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.7% |
| 7D | -5.2% | -2.7% | -2.5% | -4.6% |
| 30D | -22.0% | +3.2% | -25.2% | -22.2% |
| 3M | -37.0% | +37.2% | -74.2% | -40.4% |
| 6M | -52.7% | +57.7% | -110.4% | -56.5% |
| YTD | -38.6% | +64.8% | -103.5% | -44.3% |
| 1Y | -44.6% | +72.8% | -117.4% | -49.9% |
| 3Y | +27.1% | +89.8% | -62.7% | +30.5% |
| All | +27.1% | +91.6% | -64.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling