+1,525.1%
JBL vs UEC
+885.8%
+639.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.2% | +10.2% | +6.0% |
| 7D | +2.4% | -9.4% | +11.9% | +4.2% |
| 30D | -13.1% | -8.0% | -5.1% | -12.2% |
| 3M | -15.6% | -1.7% | -13.9% | -15.9% |
| 6M | +24.6% | -26.1% | +50.7% | +29.2% |
| YTD | +39.6% | -10.5% | +50.1% | +38.8% |
| 1Y | +48.6% | -13.3% | +61.9% | +46.8% |
| 3Y | +197.3% | +116.4% | +80.9% | +138.2% |
| 5Y | +413.0% | +225.5% | +187.4% | +248.7% |
| All | +1,525.1% | +885.8% | +639.2% | +666.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling