-92.9%
NIO vs UEC
+21.1%
-113.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.9% | -4.4% |
| 7D | -14.5% | -3.8% | -10.7% | -13.7% |
| 30D | -15.0% | -13.5% | -1.4% | -12.3% |
| 3M | -35.6% | -40.5% | +4.9% | -28.0% |
| 6M | -55.7% | -56.7% | +1.0% | -47.4% |
| YTD | -43.1% | -43.0% | -0.2% | -38.6% |
| 1Y | -53.5% | -42.5% | -11.0% | -50.3% |
| 3Y | -59.8% | +11.6% | -71.4% | -68.8% |
| All | -92.9% | +21.1% | -113.9% | -95.6% |
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