+31.1%
UEC vs URA
+25.3%
+5.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +0.4% |
| 7D | -10.2% | -4.1% | -6.1% | -4.2% |
| 30D | -26.9% | -19.0% | -7.9% | -0.2% |
| 3M | -35.7% | -25.1% | -10.5% | -1.2% |
| 6M | -56.1% | -44.5% | -11.6% | +6.6% |
| YTD | -40.8% | -24.3% | -16.4% | -9.2% |
| 1Y | -43.4% | -28.1% | -15.3% | -5.3% |
| 3Y | +25.4% | +40.7% | -15.3% | -23.7% |
| All | +31.1% | +25.3% | +5.7% | +9.1% |
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