-25.5%
OVV vs UEC
+73.5%
-99.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | +0.3% | -6.9% | +7.2% | +1.6% |
| 30D | +11.7% | +7.6% | +4.1% | +9.6% |
| 3M | +9.8% | -18.4% | +28.2% | +11.9% |
| 6M | +26.6% | -23.3% | +49.8% | +27.7% |
| YTD | +67.0% | -1.2% | +68.2% | +58.6% |
| 1Y | +55.9% | +2.3% | +53.6% | +43.2% |
| 3Y | +45.5% | +162.3% | -116.8% | +2.8% |
| 5Y | +157.3% | +287.2% | -129.9% | +58.0% |
| 10Y | +65.0% | +1,009.6% | -944.6% | -26.4% |
| All | -25.5% | +73.5% | -99.0% | -74.3% |
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