+0.7%
OXY vs UEC
+18.1%
-17.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.6% |
| 7D | +4.2% | -3.8% | +8.0% | +4.2% |
| 30D | -4.3% | -13.5% | +9.2% | -4.2% |
| 3M | +2.3% | -40.5% | +42.8% | +2.9% |
| 6M | +5.5% | -56.7% | +62.2% | +7.3% |
| YTD | +44.9% | -43.0% | +87.9% | +44.3% |
| 1Y | +42.6% | -42.5% | +85.1% | +41.6% |
| 3Y | +0.7% | +11.6% | -10.8% | -10.3% |
| All | +0.7% | +18.1% | -17.3% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling