+45.6%
EOSE vs UEC
+134.5%
-88.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.0% | +1.1% | -1.7% |
| 7D | +14.0% | -4.3% | +18.3% | +16.3% |
| 30D | -5.9% | -3.8% | -2.1% | -4.0% |
| 3M | -34.3% | +17.0% | -51.3% | -38.2% |
| 6M | -37.8% | -23.9% | -13.9% | -31.1% |
| YTD | -65.2% | -5.7% | -59.5% | -63.5% |
| 1Y | -41.9% | -12.5% | -29.4% | -38.1% |
| All | +45.6% | +134.5% | -88.8% | +19.5% |
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