+28.2%
BABA vs UEC
+736.2%
-708.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.8% | -6.9% | +2.2% | -4.0% |
| 30D | -11.9% | +7.6% | -19.5% | -13.0% |
| 3M | -9.3% | -18.4% | +9.1% | -8.1% |
| 6M | -14.2% | -23.3% | +9.0% | -13.1% |
| YTD | -22.0% | -1.2% | -20.8% | -23.4% |
| 1Y | -12.7% | +2.3% | -15.0% | -15.5% |
| 3Y | +26.7% | +162.3% | -135.6% | +6.0% |
| 5Y | -29.3% | +287.2% | -316.6% | -45.8% |
| 10Y | +21.2% | +1,009.6% | -988.4% | -25.2% |
| All | +28.2% | +736.2% | -708.1% | -23.5% |
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