+105.1%
OSCR vs UEC
-46.3%
+151.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.9% | +13.5% | +9.2% |
| 7D | +15.5% | -13.8% | +29.2% | +17.6% |
| 30D | +8.5% | -23.1% | +31.6% | +11.9% |
| 3M | +15.8% | -31.5% | +47.4% | +20.6% |
| 6M | +89.5% | -51.5% | +141.0% | +106.3% |
| YTD | +144.9% | -38.4% | +183.3% | +129.8% |
| 1Y | +105.1% | -44.7% | +149.8% | +96.6% |
| All | +105.1% | -46.3% | +151.4% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling