+3,185.6%
TSLA vs UEC
+631.2%
+2,554.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.9% |
| 7D | +15.6% | +4.9% | +10.7% | +14.4% |
| 30D | +5.9% | -17.5% | +23.4% | +9.9% |
| 3M | +21.4% | -40.1% | +61.5% | +33.7% |
| 6M | -8.3% | -56.1% | +47.8% | +6.2% |
| YTD | -11.6% | -41.8% | +30.2% | -5.0% |
| 1Y | -7.7% | -44.8% | +37.1% | -0.3% |
| 3Y | +85.2% | +20.6% | +64.6% | +59.4% |
| 5Y | +15.4% | +24.3% | -8.9% | -9.8% |
| All | +3,185.6% | +631.2% | +2,554.4% | +1,511.3% |
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 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