+60.7%
NOK vs UEC
+21.1%
+39.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.2% |
| 7D | +5.4% | -3.8% | +9.1% | +5.9% |
| 30D | -14.1% | -13.5% | -0.6% | -12.2% |
| 3M | -23.6% | -40.5% | +16.9% | -18.0% |
| 6M | -45.1% | -56.7% | +11.5% | -39.2% |
| YTD | +24.7% | -43.0% | +67.7% | +32.6% |
| 1Y | +19.0% | -42.5% | +61.6% | +25.9% |
| 3Y | +147.0% | +11.6% | +135.5% | +132.5% |
| All | +60.7% | +21.1% | +39.6% | +41.2% |
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