+24,401.0%
TSLA vs UEC
+171.8%
+24,229.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.5% |
| 7D | +8.9% | -3.8% | +12.7% | +9.6% |
| 30D | +6.3% | -13.5% | +19.8% | +8.9% |
| 3M | +14.8% | -40.5% | +55.3% | +25.2% |
| 6M | -12.4% | -56.7% | +44.3% | 0.0% |
| YTD | -13.2% | -43.0% | +29.7% | -7.1% |
| 1Y | -2.9% | -42.5% | +39.6% | +3.3% |
| 3Y | +74.4% | +11.6% | +62.9% | +56.0% |
| 5Y | +13.3% | +21.8% | -8.5% | -7.1% |
| 10Y | +3,004.2% | +623.9% | +2,380.3% | +1,527.0% |
| All | +24,401.0% | +171.8% | +24,229.2% | +10,932.2% |
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