-6.4%
OSCR vs UEC
+355.4%
-361.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +3.7% |
| 7D | +1.1% | -4.3% | +5.3% | +2.0% |
| 30D | +16.5% | -3.8% | +20.3% | +16.7% |
| 3M | +17.0% | +17.0% | 0.0% | +11.3% |
| 6M | +145.0% | -23.9% | +168.9% | +150.6% |
| YTD | +126.7% | -5.7% | +132.4% | +116.5% |
| 1Y | +67.2% | -12.5% | +79.8% | +58.5% |
| 3Y | +405.1% | +136.5% | +268.6% | +225.9% |
| 5Y | +86.2% | +243.3% | -157.1% | -1.4% |
| All | -6.4% | +355.4% | -361.8% | -55.9% |
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