-22.7%
USAR vs UEC
+27.4%
-50.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.9% | -3.7% | -7.1% |
| 7D | -9.1% | -5.2% | -3.9% | -6.7% |
| 30D | -36.9% | -22.0% | -15.0% | -29.7% |
| 3M | -58.4% | -37.0% | -21.4% | -49.6% |
| 6M | -70.6% | -52.7% | -17.9% | -60.9% |
| YTD | -33.4% | -38.6% | +5.2% | -14.2% |
| 1Y | -54.0% | -44.6% | -9.4% | -39.6% |
| 3Y | -22.7% | +27.1% | -49.8% | +4.3% |
| All | -22.7% | +27.4% | -50.0% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling