+994.3%
UEC vs URA
+369.2%
+625.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -0.5% |
| 7D | -0.2% | +5.7% | -5.9% | -8.2% |
| 30D | +1.9% | +5.6% | -3.7% | -5.4% |
| 3M | +8.9% | +6.2% | +2.7% | +1.0% |
| 6M | -14.5% | -8.2% | -6.2% | -0.3% |
| YTD | -0.7% | +9.7% | -10.4% | -11.4% |
| 1Y | -4.1% | +17.0% | -21.0% | -22.8% |
| 3Y | +148.9% | +118.5% | +30.5% | -17.0% |
| 5Y | +300.0% | +134.3% | +165.7% | +44.4% |
| 10Y | +994.3% | +377.5% | +616.9% | +60.6% |
| All | +994.3% | +369.2% | +625.1% | +60.6% |
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