+46.2%
TSLA vs UEC
+289.3%
-243.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +11.2% | +1.9% | +9.2% | +10.4% |
| 3M | -7.3% | +8.9% | -16.2% | -9.9% |
| 6M | -7.7% | -14.5% | +6.7% | -6.7% |
| YTD | -18.2% | -0.7% | -17.5% | -21.2% |
| 1Y | +6.0% | -4.1% | +10.1% | +0.3% |
| 3Y | +48.0% | +148.9% | -100.9% | +2.4% |
| 5Y | +46.2% | +300.0% | -253.8% | -18.2% |
| All | +46.2% | +289.3% | -243.1% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling