+50.3%
BP vs UEC
+18.1%
+32.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +0.9% |
| 7D | +3.8% | -3.8% | +7.6% | +3.9% |
| 30D | -5.3% | -13.5% | +8.2% | -4.9% |
| 3M | +9.3% | -40.5% | +49.7% | +10.8% |
| 6M | +7.2% | -56.7% | +63.9% | +10.2% |
| YTD | +38.0% | -43.0% | +81.0% | +38.6% |
| 1Y | +33.2% | -42.5% | +75.7% | +33.3% |
| 3Y | +50.3% | +11.6% | +38.7% | +33.7% |
| All | +50.3% | +18.1% | +32.2% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling