+629.3%
ON vs UEC
+885.8%
-256.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -5.2% | +13.7% | +9.7% |
| 7D | +2.4% | -9.4% | +11.8% | +4.4% |
| 30D | -8.6% | -8.0% | -0.6% | -7.5% |
| 3M | -34.3% | -1.7% | -32.6% | -34.7% |
| 6M | +28.5% | -26.1% | +54.7% | +34.6% |
| YTD | +40.6% | -10.5% | +51.1% | +39.3% |
| 1Y | +55.3% | -13.3% | +68.6% | +51.3% |
| 3Y | -22.2% | +116.4% | -138.5% | -43.5% |
| 5Y | +62.4% | +225.5% | -163.2% | -3.6% |
| All | +629.3% | +885.8% | -256.5% | +181.0% |
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