+66.0%
NOC vs UEC
+39.8%
+26.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | +4.9% | +0.6% | +4.3% | +4.8% |
| 30D | +13.6% | -18.1% | +31.7% | +14.6% |
| 3M | -3.9% | -36.9% | +33.1% | -1.8% |
| 6M | +1.4% | -56.1% | +57.5% | +5.3% |
| YTD | -2.2% | -38.1% | +35.9% | -0.8% |
| 1Y | -1.2% | -41.7% | +40.5% | +0.3% |
| 3Y | +25.0% | +28.2% | -3.2% | +17.1% |
| 5Y | +66.0% | +31.7% | +34.3% | +43.1% |
| All | +66.0% | +39.8% | +26.2% | +43.1% |
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