+504.0%
O vs UEC
+73.5%
+430.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.7% | -6.9% | +6.2% | -0.4% |
| 30D | -1.9% | +7.6% | -9.5% | -2.4% |
| 3M | +3.8% | -18.4% | +22.2% | +4.4% |
| 6M | -4.7% | -23.3% | +18.5% | -4.3% |
| YTD | +12.5% | -1.2% | +13.7% | +11.1% |
| 1Y | +10.8% | +2.3% | +8.5% | +8.6% |
| 3Y | +28.8% | +162.3% | -133.5% | +16.6% |
| 5Y | +13.2% | +287.2% | -274.1% | -3.4% |
| 10Y | +53.5% | +1,009.6% | -956.2% | +14.5% |
| All | +504.0% | +73.5% | +430.4% | +283.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling