+132.6%
JPM vs UEC
+23.6%
+109.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.3% |
| 7D | +1.6% | +4.9% | -3.3% | +1.1% |
| 30D | +3.4% | -17.5% | +20.9% | +4.9% |
| 3M | -5.7% | -40.1% | +34.5% | -2.1% |
| 6M | +13.5% | -56.1% | +69.6% | +20.2% |
| YTD | +8.4% | -41.8% | +50.2% | +10.9% |
| 1Y | +9.1% | -44.8% | +53.9% | +11.7% |
| 3Y | +149.5% | +20.6% | +128.9% | +128.4% |
| 5Y | +132.6% | +24.3% | +108.3% | +105.6% |
| All | +132.6% | +23.6% | +109.0% | +105.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling