+477.8%
BHP vs UEC
+939.6%
-461.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.0% | -0.3% | -4.4% |
| 7D | -3.7% | -4.3% | +0.5% | -3.0% |
| 30D | -0.8% | -3.8% | +3.0% | -0.4% |
| 3M | +7.6% | +17.0% | -9.4% | +4.2% |
| 6M | +20.8% | -23.9% | +44.7% | +24.8% |
| YTD | +50.8% | -5.7% | +56.4% | +48.9% |
| 1Y | +70.9% | -12.5% | +83.5% | +68.3% |
| 3Y | +78.0% | +136.5% | -58.5% | +37.5% |
| 5Y | +113.1% | +243.3% | -130.2% | +39.9% |
| All | +477.8% | +939.6% | -461.9% | +153.1% |
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