+74.3%
OKE vs UEC
+122.3%
-48.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.2% | +6.1% | +1.1% |
| 7D | +1.2% | -9.4% | +10.7% | +1.6% |
| 30D | +4.5% | -8.0% | +12.5% | +4.7% |
| 3M | +9.6% | -1.7% | +11.3% | +9.4% |
| 6M | +15.4% | -26.1% | +41.5% | +16.2% |
| YTD | +36.5% | -10.5% | +47.0% | +34.9% |
| 1Y | +39.0% | -13.3% | +52.2% | +36.3% |
| 3Y | +74.3% | +116.4% | -42.1% | +43.6% |
| All | +74.3% | +122.3% | -48.0% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling