+465.0%
JPM vs UEC
+616.1%
-151.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.2% |
| 7D | +3.5% | -3.8% | +7.3% | +3.9% |
| 30D | +3.3% | -13.5% | +16.8% | +4.6% |
| 3M | -4.2% | -40.5% | +36.3% | +0.7% |
| 6M | +16.4% | -56.7% | +73.1% | +25.6% |
| YTD | +9.5% | -43.0% | +52.5% | +13.1% |
| 1Y | +14.0% | -42.5% | +56.6% | +17.2% |
| 3Y | +153.1% | +11.6% | +141.5% | +128.5% |
| 5Y | +134.9% | +21.8% | +113.1% | +95.6% |
| All | +465.0% | +616.1% | -151.2% | +201.8% |
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 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