+242.1%
D vs UEC
+4.1%
+238.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.8% | -8.3% | -1.8% |
| 7D | +3.0% | -10.2% | +13.2% | +3.4% |
| 30D | +11.5% | -26.9% | +38.4% | +12.8% |
| 3M | +3.7% | -35.7% | +39.4% | +5.3% |
| 6M | +13.5% | -56.1% | +69.7% | +16.7% |
| YTD | +20.7% | -40.8% | +61.5% | +22.0% |
| 1Y | +18.2% | -43.4% | +61.6% | +19.4% |
| 3Y | +73.3% | +25.4% | +47.9% | +65.8% |
| 5Y | +12.3% | +51.1% | -38.8% | +3.7% |
| 10Y | +43.4% | +695.4% | -652.0% | +14.5% |
| All | +242.1% | +4.1% | +238.0% | +162.8% |
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