+124.3%
GOOGL vs UEC
+28.2%
+96.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -16.8% | -18.1% | +1.3% | -15.3% |
| 3M | -14.6% | -36.9% | +22.3% | -11.1% |
| 6M | -24.4% | -56.1% | +31.7% | -18.8% |
| YTD | -6.1% | -38.1% | +32.0% | -4.1% |
| 1Y | +1.0% | -41.7% | +42.7% | +3.4% |
| All | +124.3% | +28.2% | +96.1% | +108.3% |
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