+372.3%
EQNR vs UEC
+57.1%
+315.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | 0.0% |
| 7D | +6.4% | -9.4% | +15.9% | +7.8% |
| 30D | +10.4% | -8.0% | +18.4% | +11.1% |
| 3M | +23.1% | -1.7% | +24.8% | +22.1% |
| 6M | +36.3% | -26.1% | +62.4% | +37.7% |
| YTD | +96.0% | -10.5% | +106.5% | +91.1% |
| 1Y | +94.2% | -13.3% | +107.5% | +87.0% |
| 3Y | +75.3% | +116.4% | -41.1% | +40.1% |
| 5Y | +187.2% | +225.5% | -38.3% | +101.0% |
| 10Y | +415.5% | +885.8% | -470.4% | +164.3% |
| All | +372.3% | +57.1% | +315.1% | +96.0% |
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