+43.3%
SHEL vs UEC
-46.3%
+89.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.6% | -2.3% |
| 7D | -3.2% | -13.8% | +10.6% | -3.3% |
| 30D | +5.5% | -23.1% | +28.6% | +5.5% |
| 3M | +14.4% | -31.5% | +45.9% | +14.3% |
| 6M | +16.2% | -51.5% | +67.6% | +17.2% |
| YTD | +42.4% | -38.4% | +80.9% | +41.4% |
| 1Y | +43.3% | -44.7% | +88.0% | +42.6% |
| All | +43.3% | -46.3% | +89.6% | +42.6% |
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