+623.9%
UEC vs COO
+41.1%
+582.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.4% |
| 7D | -3.8% | +0.5% | -4.2% | -3.9% |
| 30D | -13.5% | +14.2% | -27.7% | -19.6% |
| 3M | -40.5% | -18.2% | -22.3% | -34.9% |
| 6M | -56.7% | +5.3% | -62.0% | -59.6% |
| YTD | -43.0% | -23.6% | -19.4% | -36.1% |
| 1Y | -42.5% | -12.7% | -29.9% | -40.6% |
| 3Y | +11.6% | -24.2% | +35.7% | +14.7% |
| 5Y | +21.8% | -40.0% | +61.7% | +46.2% |
| All | +623.9% | +41.1% | +582.8% | +517.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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