+590.9%
JPM vs UEC
+885.8%
-295.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +5.9% | +1.3% |
| 7D | -0.7% | -9.4% | +8.8% | +0.4% |
| 30D | -2.5% | -8.0% | +5.6% | -1.9% |
| 3M | +14.1% | -1.7% | +15.8% | +13.6% |
| 6M | +25.1% | -26.1% | +51.2% | +27.2% |
| YTD | +12.1% | -10.5% | +22.7% | +10.7% |
| 1Y | +18.8% | -13.3% | +32.1% | +16.4% |
| 3Y | +163.4% | +116.4% | +47.1% | +120.6% |
| 5Y | +156.5% | +225.5% | -69.0% | +87.8% |
| All | +590.9% | +885.8% | -295.0% | +242.0% |
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 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