+152.5%
JPM vs UEC
+289.3%
-136.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.5% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.4% | +1.9% | -3.3% | -1.8% |
| 3M | +13.9% | +8.9% | +5.0% | +12.5% |
| 6M | +23.5% | -14.5% | +38.0% | +23.5% |
| YTD | +11.6% | -0.7% | +12.3% | +9.7% |
| 1Y | +21.4% | -4.1% | +25.4% | +18.6% |
| 3Y | +163.4% | +148.9% | +14.5% | +128.8% |
| 5Y | +152.5% | +300.0% | -147.5% | +107.1% |
| All | +152.5% | +289.3% | -136.7% | +107.1% |
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