+31.8%
OMC vs UEC
+939.6%
-907.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.9% |
| 7D | -6.2% | -4.3% | -2.0% | -5.9% |
| 30D | -7.6% | -3.8% | -3.7% | -7.5% |
| 3M | +7.4% | +17.0% | -9.6% | +5.4% |
| 6M | +0.1% | -23.9% | +24.0% | +1.1% |
| YTD | +0.4% | -5.7% | +6.1% | -1.3% |
| 1Y | +7.8% | -12.5% | +20.3% | +5.5% |
| 3Y | +11.8% | +136.5% | -124.7% | -4.4% |
| 5Y | +32.5% | +243.3% | -210.9% | +2.6% |
| All | +31.8% | +939.6% | -907.8% | -20.6% |
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