+50.2%
OMC vs UEC
+616.1%
-565.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +1.9% | -3.8% | +5.6% | +2.1% |
| 30D | +12.2% | -13.5% | +25.7% | +13.2% |
| 3M | +0.6% | -40.5% | +41.1% | +4.3% |
| 6M | +21.0% | -56.7% | +77.7% | +27.9% |
| YTD | +12.4% | -43.0% | +55.3% | +14.5% |
| 1Y | +25.4% | -42.5% | +68.0% | +27.2% |
| 3Y | +29.2% | +11.6% | +17.6% | +17.8% |
| 5Y | +52.6% | +21.8% | +30.8% | +30.3% |
| All | +50.2% | +616.1% | -565.9% | -6.6% |
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 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