-47.1%
EOSE vs UEC
-1.0%
-46.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.7% |
| 7D | +19.0% | -6.9% | +26.0% | +24.4% |
| 30D | +1.6% | +7.6% | -6.1% | -2.8% |
| 3M | -52.0% | -18.4% | -33.6% | -46.6% |
| 6M | -42.5% | -23.3% | -19.2% | -35.3% |
| YTD | -66.1% | -1.2% | -64.9% | -65.0% |
| 1Y | -47.1% | +2.3% | -49.4% | -35.4% |
| All | -47.1% | -1.0% | -46.1% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling