+65.6%
UEC vs COO
+479.0%
-413.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +1.0% |
| 7D | -6.9% | -2.2% | -4.7% | -5.9% |
| 30D | +7.6% | -7.0% | +14.7% | +11.5% |
| 3M | -18.4% | +12.2% | -30.6% | -24.7% |
| 6M | -23.3% | -15.1% | -8.2% | -18.0% |
| YTD | -1.2% | -15.1% | +13.9% | +5.5% |
| 1Y | +2.3% | +2.3% | 0.0% | -2.3% |
| 3Y | +162.3% | -23.7% | +185.9% | +175.8% |
| 5Y | +287.2% | -38.9% | +326.2% | +363.7% |
| 10Y | +1,009.6% | +49.9% | +959.7% | +724.8% |
| All | +65.6% | +479.0% | -413.4% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling