+69.1%
OTIS vs UEC
+2,123.4%
-2,054.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.2% | +7.0% | +2.1% |
| 7D | -3.0% | -9.4% | +6.5% | -2.4% |
| 30D | -6.0% | -8.0% | +2.0% | -5.7% |
| 3M | -0.9% | -1.7% | +0.8% | -1.1% |
| 6M | -17.3% | -26.1% | +8.8% | -16.5% |
| YTD | -19.6% | -10.5% | -9.0% | -20.3% |
| 1Y | -21.0% | -13.3% | -7.7% | -22.1% |
| 3Y | -12.1% | +116.4% | -128.4% | -21.8% |
| 5Y | -17.1% | +225.5% | -242.6% | -31.5% |
| All | +69.1% | +2,123.4% | -2,054.3% | +10.3% |
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