+69.4%
USAR vs UEC
+273.0%
-203.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.5% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -10.4% | +1.9% | -12.3% | -10.8% |
| 3M | -18.4% | +8.9% | -27.3% | -20.3% |
| 6M | -8.8% | -14.5% | +5.6% | -3.3% |
| YTD | +43.4% | -0.7% | +44.0% | +51.4% |
| 1Y | +21.0% | -4.1% | +25.0% | +30.7% |
| 3Y | +67.7% | +148.9% | -81.2% | +84.5% |
| All | +69.4% | +273.0% | -203.6% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling