+384.7%
ALK vs UEC
+73.5%
+311.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.5% |
| 7D | -0.7% | -6.9% | +6.3% | +0.1% |
| 30D | -19.2% | +7.6% | -26.9% | -20.0% |
| 3M | -1.5% | -18.4% | +16.9% | -0.1% |
| 6M | -13.1% | -23.3% | +10.2% | -11.6% |
| YTD | -16.4% | -1.2% | -15.2% | -17.6% |
| 1Y | -33.1% | +2.3% | -35.4% | -34.9% |
| 3Y | +0.6% | +162.3% | -161.7% | -14.0% |
| 5Y | -26.4% | +287.2% | -313.6% | -42.5% |
| 10Y | -34.2% | +1,009.6% | -1,043.8% | -57.2% |
| All | +384.7% | +73.5% | +311.2% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling