+10.2%
ORCL vs UEC
+19.3%
-9.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | -0.7% |
| 7D | -11.2% | -10.2% | -0.9% | -8.9% |
| 30D | -18.8% | -26.9% | +8.1% | -13.0% |
| 3M | -18.8% | -35.7% | +16.9% | -10.8% |
| 6M | -39.7% | -56.1% | +16.4% | -29.3% |
| YTD | -39.6% | -40.8% | +1.1% | -34.4% |
| 1Y | -51.7% | -43.4% | -8.4% | -47.5% |
| 3Y | +10.2% | +25.4% | -15.1% | +1.9% |
| All | +10.2% | +19.3% | -9.1% | +1.9% |
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