+1,021.7%
UEC vs COO
+45.8%
+975.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.8% | +4.5% |
| 7D | +2.6% | -2.3% | +4.9% | +3.7% |
| 30D | +5.6% | -8.8% | +14.4% | +10.5% |
| 3M | -5.7% | +1.3% | -7.1% | -7.7% |
| 6M | -8.0% | -11.6% | +3.5% | -3.6% |
| YTD | +1.8% | -17.4% | +19.2% | +11.0% |
| 1Y | +0.6% | -1.6% | +2.2% | -2.3% |
| 3Y | +155.2% | -22.6% | +177.8% | +165.0% |
| 5Y | +305.8% | -40.3% | +346.1% | +398.6% |
| All | +1,021.7% | +45.8% | +975.9% | +788.3% |
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