+194.5%
UAL vs UEC
+4.1%
+190.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +1.3% |
| 7D | +8.2% | -10.2% | +18.4% | +9.4% |
| 30D | +2.3% | -26.9% | +29.3% | +5.9% |
| 3M | -12.7% | -35.7% | +23.0% | -8.6% |
| 6M | +12.7% | -56.1% | +68.8% | +22.3% |
| YTD | +0.8% | -40.8% | +41.6% | +4.8% |
| 1Y | +17.8% | -43.4% | +61.2% | +22.6% |
| 3Y | +206.7% | +25.4% | +181.3% | +180.3% |
| 5Y | +113.9% | +51.1% | +62.8% | +81.7% |
| 10Y | +97.0% | +695.4% | -598.4% | +30.1% |
| All | +194.5% | +4.1% | +190.4% | +67.3% |
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 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