-51.3%
OUST vs UEC
+47.5%
-98.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.8% | +7.2% | +11.4% |
| 7D | +17.0% | -10.2% | +27.2% | +21.9% |
| 30D | -16.5% | -26.9% | +10.4% | -5.6% |
| 3M | -23.7% | -35.7% | +12.0% | -10.4% |
| 6M | +18.4% | -56.1% | +74.5% | +58.9% |
| YTD | +60.8% | -40.8% | +101.5% | +92.9% |
| 1Y | +44.2% | -43.4% | +87.6% | +75.8% |
| 3Y | +668.1% | +25.4% | +642.7% | +534.9% |
| All | -51.3% | +47.5% | -98.8% | -67.1% |
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