+268.7%
UEC vs URA
+128.0%
+140.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.9% |
| 7D | -6.9% | +1.1% | -8.0% | -8.5% |
| 30D | +7.6% | +7.4% | +0.3% | -2.4% |
| 3M | -18.4% | -8.4% | -10.0% | -5.8% |
| 6M | -23.3% | -12.7% | -10.6% | -3.7% |
| YTD | -1.2% | +7.8% | -9.0% | -9.4% |
| 1Y | +2.3% | +19.5% | -17.1% | -20.0% |
| 3Y | +162.3% | +116.4% | +45.9% | -12.2% |
| All | +268.7% | +128.0% | +140.7% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling