+40.2%
UNP vs UEC
+21.1%
+19.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | +4.2% | -3.8% | +8.0% | +4.4% |
| 30D | +5.6% | -13.5% | +19.1% | +6.2% |
| 3M | +2.0% | -40.5% | +42.5% | +4.5% |
| 6M | +15.4% | -56.7% | +72.1% | +19.7% |
| YTD | +32.7% | -43.0% | +75.7% | +34.3% |
| 1Y | +39.4% | -42.5% | +82.0% | +40.6% |
| 3Y | +54.3% | +11.6% | +42.7% | +42.8% |
| All | +40.2% | +21.1% | +19.1% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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