+85.3%
ARWR vs UEC
+78.8%
+6.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.9% |
| 7D | +2.9% | +2.6% | +0.3% | +2.4% |
| 30D | -2.9% | +5.6% | -8.5% | -4.0% |
| 3M | +15.2% | -5.7% | +20.9% | +15.2% |
| 6M | +42.3% | -8.0% | +50.3% | +41.4% |
| YTD | +28.2% | +1.8% | +26.4% | +24.3% |
| 1Y | +213.2% | +0.6% | +212.7% | +200.9% |
| 3Y | +184.6% | +155.2% | +29.5% | +122.6% |
| 5Y | +29.2% | +305.8% | -276.6% | -10.7% |
| 10Y | +1,012.5% | +943.0% | +69.6% | +474.7% |
| All | +85.3% | +78.8% | +6.5% | -6.0% |
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