+56.7%
NOC vs UEC
+289.3%
-232.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.5% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -10.4% | +1.9% | -12.3% | -10.6% |
| 3M | -5.6% | +8.9% | -14.5% | -6.4% |
| 6M | -30.4% | -14.5% | -15.9% | -30.4% |
| YTD | -8.5% | -0.7% | -7.8% | -9.3% |
| 1Y | -8.3% | -4.1% | -4.3% | -9.5% |
| 3Y | +28.2% | +148.9% | -120.7% | +16.5% |
| 5Y | +56.7% | +300.0% | -243.3% | +37.4% |
| All | +56.7% | +289.3% | -232.5% | +37.4% |
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