-5.8%
OSCR vs UEC
+331.8%
-337.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.7% |
| 7D | +1.6% | -9.4% | +11.1% | +3.8% |
| 30D | +10.7% | -8.0% | +18.7% | +12.0% |
| 3M | +13.4% | -1.7% | +15.0% | +12.3% |
| 6M | +144.6% | -26.1% | +170.7% | +151.7% |
| YTD | +128.0% | -10.5% | +138.6% | +120.3% |
| 1Y | +68.7% | -13.3% | +81.9% | +59.9% |
| 3Y | +398.8% | +116.4% | +282.4% | +229.2% |
| 5Y | +87.3% | +225.5% | -138.3% | +0.3% |
| All | -5.8% | +331.8% | -337.7% | -55.1% |
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