+2.6%
ARWR vs UEC
+2.3%
+0.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.5% | -3.5% |
| 7D | -17.9% | +4.9% | -22.9% | -18.9% |
| 30D | -18.9% | -17.5% | -1.4% | -16.9% |
| 3M | -46.0% | -40.1% | -5.8% | -42.0% |
| 6M | -40.3% | -56.1% | +15.8% | -33.6% |
| YTD | -29.0% | -41.8% | +12.8% | -25.3% |
| 1Y | +13.8% | -44.8% | +58.6% | +20.3% |
| 3Y | +74.9% | +20.6% | +54.3% | +53.4% |
| 5Y | -36.2% | +24.3% | -60.5% | -47.4% |
| 10Y | +1,028.0% | +639.1% | +388.9% | +516.1% |
| All | +2.6% | +2.3% | +0.4% | -43.5% |
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