+686.1%
ORCL vs UEC
+4.1%
+682.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.1% |
| 7D | -11.2% | -10.2% | -0.9% | -10.2% |
| 30D | -18.8% | -26.9% | +8.1% | -16.3% |
| 3M | -18.8% | -35.7% | +16.9% | -15.3% |
| 6M | -39.7% | -56.1% | +16.4% | -35.2% |
| YTD | -39.6% | -40.8% | +1.1% | -37.3% |
| 1Y | -51.7% | -43.4% | -8.4% | -49.8% |
| 3Y | +10.2% | +25.4% | -15.1% | +4.5% |
| 5Y | +30.8% | +51.1% | -20.3% | +17.0% |
| 10Y | +252.1% | +695.4% | -443.3% | +146.6% |
| All | +686.1% | +4.1% | +682.0% | +398.7% |
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