+431.5%
BHP vs UEC
+73.5%
+358.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.9% | -6.9% | +4.0% | -1.8% |
| 30D | +3.4% | +7.6% | -4.3% | +1.9% |
| 3M | +4.1% | -18.4% | +22.5% | +6.7% |
| 6M | +20.6% | -23.3% | +43.9% | +24.0% |
| YTD | +56.1% | -1.2% | +57.3% | +53.1% |
| 1Y | +69.6% | +2.3% | +67.3% | +63.0% |
| 3Y | +78.8% | +162.3% | -83.5% | +39.2% |
| 5Y | +113.1% | +287.2% | -174.2% | +43.1% |
| 10Y | +505.9% | +1,009.6% | -503.7% | +188.8% |
| All | +431.5% | +73.5% | +358.0% | +114.8% |
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