-22.1%
ONON vs UEC
+265.8%
-287.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.1% |
| 7D | -1.7% | +2.6% | -4.2% | -2.1% |
| 30D | -27.4% | +5.6% | -33.0% | -28.3% |
| 3M | -26.5% | -5.7% | -20.8% | -26.8% |
| 6M | -34.2% | -8.0% | -26.2% | -35.1% |
| YTD | -41.3% | +1.8% | -43.1% | -44.0% |
| 1Y | -39.7% | +0.6% | -40.3% | -43.7% |
| 3Y | -7.8% | +155.2% | -163.0% | -35.2% |
| All | -22.1% | +265.8% | -287.9% | -55.2% |
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