-60.2%
OUST vs UEC
+625.7%
-686.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.1% | +0.7% | +7.6% |
| 7D | +36.7% | +1.5% | +35.2% | +36.1% |
| 30D | -3.3% | -17.1% | +13.8% | +3.1% |
| 3M | -11.1% | -32.3% | +21.2% | +0.4% |
| 6M | +53.1% | -49.7% | +102.8% | +88.7% |
| YTD | +78.2% | -34.8% | +113.0% | +102.7% |
| 1Y | +50.0% | -37.5% | +87.6% | +73.0% |
| 3Y | +836.2% | +37.1% | +799.1% | +698.7% |
| 5Y | -50.0% | +44.3% | -94.3% | -62.5% |
| All | -60.2% | +625.7% | -686.0% | -74.0% |
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