+577.1%
OUST vs UEC
+157.0%
+420.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +5.2% | -6.9% | +12.2% | +8.0% |
| 30D | -19.3% | +7.6% | -26.9% | -22.0% |
| 3M | -22.6% | -18.4% | -4.2% | -17.5% |
| 6M | +62.8% | -23.3% | +86.1% | +74.6% |
| YTD | +68.3% | -1.2% | +69.5% | +67.9% |
| 1Y | +28.5% | +2.3% | +26.2% | +25.0% |
| All | +577.1% | +157.0% | +420.1% | +417.2% |
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