+7,836.4%
NVDA vs UEC
+616.1%
+7,220.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | 0.0% | -1.6% |
| 7D | -12.7% | -3.8% | -9.0% | -12.2% |
| 30D | -26.4% | -13.5% | -12.9% | -24.3% |
| 3M | -27.6% | -40.5% | +12.8% | -20.1% |
| 6M | -27.7% | -56.7% | +28.9% | -15.9% |
| YTD | -12.5% | -43.0% | +30.5% | -5.9% |
| 1Y | -12.6% | -42.5% | +29.9% | -6.9% |
| 3Y | +235.9% | +11.6% | +224.4% | +192.3% |
| 5Y | +438.2% | +21.8% | +416.5% | +321.8% |
| All | +7,836.4% | +616.1% | +7,220.3% | +4,083.0% |
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