+2,782.9%
GOOG vs UEC
+78.8%
+2,704.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -5.1% | +5.6% | -10.7% | -5.7% |
| 3M | -7.1% | -5.7% | -1.4% | -7.2% |
| 6M | +12.7% | -8.0% | +20.7% | +12.1% |
| YTD | +7.1% | +1.8% | +5.3% | +5.0% |
| 1Y | +43.6% | +0.6% | +43.0% | +39.9% |
| 3Y | +146.8% | +155.2% | -8.4% | +115.0% |
| 5Y | +133.7% | +305.8% | -172.1% | +87.7% |
| 10Y | +773.3% | +943.0% | -169.6% | +494.8% |
| All | +2,782.9% | +78.8% | +2,704.1% | +1,592.8% |
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