+138.6%
NOK vs UEC
+885.8%
-747.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.2% | +10.0% | +5.4% |
| 7D | +11.0% | -9.4% | +20.4% | +12.2% |
| 30D | +7.8% | -8.0% | +15.9% | +8.7% |
| 3M | -21.0% | -1.7% | -19.3% | -21.1% |
| 6M | +40.9% | -26.1% | +67.0% | +44.3% |
| YTD | +72.0% | -10.5% | +82.6% | +71.5% |
| 1Y | +140.9% | -13.3% | +154.2% | +139.5% |
| 3Y | +194.3% | +116.4% | +77.9% | +154.8% |
| 5Y | +112.5% | +225.5% | -113.0% | +66.4% |
| All | +138.6% | +885.8% | -747.3% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling