+149.5%
GOOGL vs UEC
+153.0%
-3.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.3% |
| 7D | +1.1% | +2.6% | -1.5% | +0.8% |
| 30D | -4.4% | +5.6% | -10.0% | -5.2% |
| 3M | -6.8% | -5.7% | -1.1% | -6.9% |
| 6M | +13.6% | -8.0% | +21.6% | +12.8% |
| YTD | +8.3% | +1.8% | +6.5% | +5.6% |
| 1Y | +44.9% | +0.6% | +44.4% | +40.0% |
| All | +149.5% | +153.0% | -3.5% | +110.4% |
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 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