+573.7%
OUST vs UEC
+11.7%
+562.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.9% | +0.9% | -5.1% |
| 7D | -5.0% | -20.5% | +15.5% | +3.8% |
| 30D | -32.0% | -35.9% | +3.9% | -18.9% |
| 3M | -32.4% | -39.6% | +7.2% | -18.3% |
| 6M | +6.7% | -55.3% | +62.0% | +43.1% |
| YTD | +41.0% | -44.5% | +85.6% | +75.8% |
| 1Y | +18.0% | -50.4% | +68.4% | +52.1% |
| All | +573.7% | +11.7% | +562.0% | +527.7% |
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