-53.8%
OUST vs UEC
+274.7%
-328.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| 3M | -22.6% | -18.4% | -4.2% | -17.3% |
| 6M | +62.8% | -23.3% | +86.1% | +75.2% |
| YTD | +68.3% | -1.2% | +69.5% | +66.6% |
| 1Y | +28.5% | +2.3% | +26.2% | +23.0% |
| 3Y | +554.0% | +162.3% | +391.8% | +313.4% |
| All | -53.8% | +274.7% | -328.5% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling