+17.1%
BABA vs UEC
+704.7%
-687.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.5% | +0.5% |
| 7D | +11.6% | -10.2% | +21.9% | +12.9% |
| 30D | +2.3% | -26.9% | +29.2% | +5.8% |
| 3M | -13.7% | -35.7% | +22.0% | -9.9% |
| 6M | -21.9% | -56.1% | +34.2% | -15.4% |
| YTD | -24.6% | -40.8% | +16.1% | -21.8% |
| 1Y | -34.1% | -43.4% | +9.3% | -31.6% |
| 3Y | +36.3% | +25.4% | +10.9% | +22.4% |
| 5Y | -26.7% | +51.1% | -77.8% | -39.2% |
| All | +17.1% | +704.7% | -687.6% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling