+55.3%
O vs UEC
+908.7%
-853.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -2.4% | +1.9% | -4.4% | -2.7% |
| 3M | -0.6% | +8.9% | -9.5% | -1.7% |
| 6M | -5.0% | -14.5% | +9.5% | -5.1% |
| YTD | +10.4% | -0.7% | +11.1% | +8.5% |
| 1Y | +6.6% | -4.1% | +10.6% | +4.1% |
| 3Y | +28.4% | +148.9% | -120.5% | +11.6% |
| 5Y | +15.3% | +300.0% | -284.7% | -10.4% |
| 10Y | +55.3% | +994.3% | -939.0% | -7.1% |
| All | +55.3% | +908.7% | -853.4% | -7.1% |
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 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