+19.4%
ALK vs UEC
+28.2%
-8.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +7.8% | -18.1% | +25.9% | +10.5% |
| 3M | -15.2% | -36.9% | +21.7% | -10.3% |
| 6M | +5.0% | -56.1% | +61.1% | +15.2% |
| YTD | -18.4% | -38.1% | +19.7% | -14.9% |
| 1Y | -2.4% | -41.7% | +39.3% | +2.1% |
| All | +19.4% | +28.2% | -8.7% | +16.2% |
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