+36.4%
SHEL vs UEC
-45.1%
+81.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.3% |
| 7D | +0.8% | -3.8% | +4.5% | +0.8% |
| 30D | -3.6% | -13.5% | +9.9% | -3.6% |
| 3M | +12.0% | -40.5% | +52.5% | +11.9% |
| 6M | +19.7% | -56.7% | +76.4% | +20.7% |
| YTD | +39.6% | -43.0% | +82.6% | +38.6% |
| 1Y | +36.4% | -42.5% | +79.0% | +35.3% |
| All | +36.4% | -45.1% | +81.6% | +35.3% |
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 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