+50.1%
UEC vs URA
-51.6%
+101.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +0.8% |
| 7D | -10.2% | -4.1% | -6.1% | -4.5% |
| 30D | -26.9% | -19.0% | -7.9% | -1.7% |
| 3M | -35.7% | -25.1% | -10.5% | -3.1% |
| 6M | -56.1% | -44.5% | -11.6% | +2.3% |
| YTD | -40.8% | -24.3% | -16.4% | -9.5% |
| 1Y | -43.4% | -28.1% | -15.3% | -6.0% |
| 3Y | +25.4% | +40.7% | -15.3% | -12.6% |
| 5Y | +51.1% | +35.5% | +15.6% | +35.0% |
| 10Y | +695.4% | +281.2% | +414.2% | +130.8% |
| All | +50.1% | -51.6% | +101.7% | +368.0% |
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