-19.0%
USAR vs UEC
+114.1%
-133.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.9% |
| 7D | -0.8% | -3.8% | +3.0% | +0.8% |
| 30D | -20.9% | -13.5% | -7.4% | -15.6% |
| 3M | -56.2% | -40.5% | -15.7% | -46.2% |
| 6M | -67.9% | -56.7% | -11.2% | -56.5% |
| YTD | -31.4% | -43.0% | +11.6% | -10.2% |
| 1Y | -45.1% | -42.5% | -2.5% | -27.3% |
| 3Y | -20.3% | +11.6% | -31.9% | +8.7% |
| All | -19.0% | +114.1% | -133.1% | +10.6% |
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