+631.6%
UEC vs URA
+289.1%
+342.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | 0.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -22.0% | -14.8% | -7.2% | -0.8% |
| 3M | -37.0% | -25.3% | -11.7% | -2.6% |
| 6M | -52.7% | -39.9% | -12.8% | +3.0% |
| YTD | -38.6% | -22.4% | -16.2% | -8.7% |
| 1Y | -44.6% | -29.0% | -15.6% | -5.2% |
| 3Y | +27.1% | +41.0% | -13.8% | -19.2% |
| 5Y | +37.9% | +38.3% | -0.4% | +8.3% |
| 10Y | +631.6% | +276.1% | +355.6% | +39.2% |
| All | +631.6% | +289.1% | +342.6% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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