-24.2%
AR vs UEC
+434.3%
-458.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +2.5% | -6.9% | +9.4% | +3.7% |
| 30D | +14.8% | +7.6% | +7.1% | +12.8% |
| 3M | +6.2% | -18.4% | +24.6% | +8.1% |
| 6M | +4.3% | -23.3% | +27.6% | +5.1% |
| YTD | +14.4% | -1.2% | +15.6% | +8.6% |
| 1Y | +21.3% | +2.3% | +19.0% | +11.8% |
| 3Y | +39.8% | +162.3% | -122.5% | +0.7% |
| 5Y | +142.1% | +287.2% | -145.2% | +50.6% |
| 10Y | +52.0% | +1,009.6% | -957.6% | -31.2% |
| All | -24.2% | +434.3% | -458.5% | -64.4% |
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