+297.3%
SHEL vs UEC
+0.2%
+297.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +0.8% | -3.8% | +4.5% | +1.1% |
| 30D | -3.6% | -13.5% | +9.9% | -2.4% |
| 3M | +12.0% | -40.5% | +52.5% | +17.4% |
| 6M | +19.7% | -56.7% | +76.4% | +28.5% |
| YTD | +39.6% | -43.0% | +82.6% | +43.5% |
| 1Y | +36.4% | -42.5% | +79.0% | +39.5% |
| 3Y | +70.2% | +11.6% | +58.6% | +53.6% |
| 5Y | +169.2% | +21.8% | +147.5% | +127.3% |
| 10Y | +217.1% | +623.9% | -406.8% | +95.1% |
| All | +297.3% | +0.2% | +297.2% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling