+162.6%
JPM vs UEC
+156.3%
+6.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.7% |
| 7D | -0.4% | +2.6% | -3.0% | -0.6% |
| 30D | -1.1% | +5.6% | -6.7% | -1.7% |
| 3M | +14.1% | -5.7% | +19.9% | +13.9% |
| 6M | +23.3% | -8.0% | +31.3% | +22.5% |
| YTD | +11.3% | +1.8% | +9.5% | +9.2% |
| 1Y | +23.0% | +0.6% | +22.4% | +19.9% |
| 3Y | +162.6% | +155.2% | +7.4% | +123.3% |
| All | +162.6% | +156.3% | +6.3% | +123.3% |
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