+6.4%
OXY vs UEC
+885.8%
-879.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +1.4% |
| 7D | +2.8% | -9.4% | +12.3% | +4.5% |
| 30D | +5.5% | -8.0% | +13.5% | +6.4% |
| 3M | +11.3% | -1.7% | +13.0% | +10.2% |
| 6M | +11.6% | -26.1% | +37.7% | +13.2% |
| YTD | +51.6% | -10.5% | +62.1% | +46.4% |
| 1Y | +36.2% | -13.3% | +49.5% | +28.9% |
| 3Y | +1.7% | +116.4% | -114.6% | -26.9% |
| 5Y | +164.5% | +225.5% | -61.1% | +56.7% |
| All | +6.4% | +885.8% | -879.4% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling