+73.6%
USAR vs UEC
+156.3%
-82.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.8% |
| 7D | +2.3% | +2.6% | -0.3% | +1.4% |
| 30D | -8.6% | +5.6% | -14.2% | -10.3% |
| 3M | -20.5% | -5.7% | -14.8% | -19.1% |
| 6M | +1.2% | -8.0% | +9.2% | +5.4% |
| YTD | +48.4% | +1.8% | +46.6% | +55.5% |
| 1Y | +30.6% | +0.6% | +30.0% | +40.0% |
| 3Y | +73.6% | +155.2% | -81.5% | +89.9% |
| All | +73.6% | +156.3% | -82.6% | +89.9% |
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