+398.8%
OSCR vs UEC
+122.3%
+276.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.2% |
| 7D | +1.6% | -9.4% | +11.1% | +2.8% |
| 30D | +10.7% | -8.0% | +18.7% | +11.4% |
| 3M | +13.4% | -1.7% | +15.0% | +12.8% |
| 6M | +144.6% | -26.1% | +170.7% | +148.7% |
| YTD | +128.0% | -10.5% | +138.6% | +123.8% |
| 1Y | +68.7% | -13.3% | +81.9% | +63.9% |
| 3Y | +398.8% | +116.4% | +282.4% | +304.8% |
| All | +398.8% | +122.3% | +276.4% | +304.8% |
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