-68.5%
OUST vs UEC
+517.1%
-585.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -9.9% | +0.9% | -5.9% |
| 7D | -5.0% | -20.5% | +15.5% | +2.1% |
| 30D | -32.0% | -35.9% | +3.9% | -21.5% |
| 3M | -32.4% | -39.6% | +7.2% | -21.1% |
| 6M | +6.7% | -55.3% | +62.0% | +36.4% |
| YTD | +41.0% | -44.5% | +85.6% | +68.5% |
| 1Y | +18.0% | -50.4% | +68.4% | +45.6% |
| 3Y | +560.6% | +12.1% | +548.5% | +497.9% |
| 5Y | -55.1% | +41.5% | -96.6% | -65.3% |
| All | -68.5% | +517.1% | -585.7% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling