+639.9%
LYB vs UEC
+276.1%
+363.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | +0.4% |
| 7D | -0.7% | -4.3% | +3.5% | -0.1% |
| 30D | +1.5% | -3.8% | +5.4% | +1.7% |
| 3M | -0.3% | +17.0% | -17.3% | -3.5% |
| 6M | +0.1% | -23.9% | +23.9% | +1.2% |
| YTD | +53.4% | -5.7% | +59.1% | +49.1% |
| 1Y | +25.6% | -12.5% | +38.2% | +21.0% |
| 3Y | -21.3% | +136.5% | -157.8% | -39.0% |
| 5Y | -2.4% | +243.3% | -245.7% | -35.3% |
| 10Y | +48.8% | +939.6% | -890.9% | -32.4% |
| All | +639.9% | +276.1% | +363.8% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling