+190.9%
UAL vs UEC
+73.5%
+117.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.5% |
| 7D | +0.7% | -6.9% | +7.6% | +1.5% |
| 30D | -16.1% | +7.6% | -23.8% | -17.0% |
| 3M | +6.1% | -18.4% | +24.5% | +7.9% |
| 6M | +10.8% | -23.3% | +34.1% | +12.7% |
| YTD | -0.4% | -1.2% | +0.8% | -2.0% |
| 1Y | +5.0% | +2.3% | +2.7% | +1.7% |
| 3Y | +124.0% | +162.3% | -38.3% | +88.2% |
| 5Y | +141.0% | +287.2% | -146.3% | +83.8% |
| 10Y | +118.0% | +1,009.6% | -891.6% | +37.7% |
| All | +190.9% | +73.5% | +117.4% | +56.4% |
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