+29.7%
Q vs UEC
-11.5%
+41.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.5% |
| 7D | +6.7% | +2.6% | +4.2% | +6.0% |
| 30D | -10.6% | +5.6% | -16.2% | -12.5% |
| 3M | -14.6% | -5.7% | -8.9% | -15.0% |
| 6M | +12.1% | -8.0% | +20.1% | +9.7% |
| YTD | +51.3% | +1.8% | +49.5% | +46.0% |
| All | +29.7% | -11.5% | +41.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling