+68.0%
SHEL vs UEC
+20.6%
+47.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.9% | +6.7% | +0.9% |
| 7D | -1.6% | +4.9% | -6.5% | -1.8% |
| 30D | -4.3% | -17.5% | +13.2% | -3.8% |
| 3M | +10.4% | -40.1% | +50.5% | +12.1% |
| 6M | +17.5% | -56.1% | +73.7% | +20.9% |
| YTD | +37.8% | -41.8% | +79.6% | +38.6% |
| 1Y | +33.8% | -44.8% | +78.6% | +34.7% |
| All | +68.0% | +20.6% | +47.4% | +50.8% |
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