-65.5%
OUST vs UEC
+534.3%
-599.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.1% | -6.5% | -7.9% |
| 7D | -3.8% | -3.8% | 0.0% | -2.5% |
| 30D | +5.1% | -13.5% | +18.6% | +10.4% |
| 3M | -25.8% | -40.5% | +14.7% | -12.7% |
| 6M | -2.0% | -56.7% | +54.6% | +26.8% |
| YTD | +54.7% | -43.0% | +97.7% | +83.8% |
| 1Y | +48.8% | -42.5% | +91.3% | +76.8% |
| 3Y | +607.8% | +11.6% | +596.3% | +543.2% |
| 5Y | -52.7% | +21.8% | -74.5% | -62.8% |
| All | -65.5% | +534.3% | -599.8% | -76.4% |
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