+361.0%
ORLY vs UEC
+885.8%
-524.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.7% |
| 7D | -2.4% | -9.4% | +7.1% | -1.7% |
| 30D | -6.8% | -8.0% | +1.2% | -6.4% |
| 3M | -4.8% | -1.7% | -3.1% | -5.0% |
| 6M | -9.1% | -26.1% | +17.1% | -8.3% |
| YTD | -5.9% | -10.5% | +4.6% | -6.7% |
| 1Y | -20.4% | -13.3% | -7.1% | -21.5% |
| 3Y | +36.6% | +116.4% | -79.8% | +21.4% |
| 5Y | +117.3% | +225.5% | -108.2% | +76.3% |
| All | +361.0% | +885.8% | -524.8% | +185.0% |
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