+150.3%
UEC vs URA
-31.1%
+181.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.8% |
| 7D | -6.9% | +1.1% | -8.0% | -8.4% |
| 30D | +7.6% | +7.4% | +0.3% | -1.9% |
| 3M | -18.4% | -8.4% | -10.0% | -6.2% |
| 6M | -23.3% | -12.7% | -10.6% | -4.1% |
| YTD | -1.2% | +7.8% | -9.0% | -7.8% |
| 1Y | +2.3% | +19.5% | -17.1% | -17.1% |
| 3Y | +162.3% | +116.4% | +45.9% | +0.9% |
| 5Y | +287.2% | +134.3% | +153.0% | +64.5% |
| 10Y | +1,009.6% | +359.3% | +650.4% | +139.4% |
| All | +150.3% | -31.1% | +181.4% | +376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling