+74.9%
USAR vs UEC
+271.1%
-196.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -2.1% | -6.9% | +4.8% | +0.4% |
| 30D | +2.6% | +7.6% | -5.0% | +0.4% |
| 3M | -35.0% | -18.4% | -16.6% | -30.6% |
| 6M | -6.9% | -23.3% | +16.4% | +1.2% |
| YTD | +48.0% | -1.2% | +49.2% | +56.6% |
| 1Y | +24.8% | +2.3% | +22.5% | +34.9% |
| 3Y | +73.2% | +162.3% | -89.0% | +90.9% |
| All | +74.9% | +271.1% | -196.2% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling