+3,125.8%
TSLA vs UEC
+616.1%
+2,509.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.4% |
| 7D | +8.9% | -3.8% | +12.7% | +9.7% |
| 30D | +6.3% | -13.5% | +19.8% | +9.3% |
| 3M | +14.8% | -40.5% | +55.3% | +26.6% |
| 6M | -12.4% | -56.7% | +44.3% | +1.8% |
| YTD | -13.2% | -43.0% | +29.7% | -6.3% |
| 1Y | -2.9% | -42.5% | +39.6% | +4.0% |
| 3Y | +74.4% | +11.6% | +62.9% | +52.4% |
| 5Y | +13.3% | +21.8% | -8.5% | -11.1% |
| All | +3,125.8% | +616.1% | +2,509.7% | +1,488.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling