-19.9%
USAR vs UEC
+118.6%
-138.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.6% | 0.0% |
| 7D | +8.8% | +4.9% | +3.8% | +7.0% |
| 30D | -28.5% | -17.5% | -11.0% | -22.2% |
| 3M | -56.2% | -40.1% | -16.0% | -46.4% |
| 6M | -68.4% | -56.1% | -12.3% | -57.5% |
| YTD | -32.2% | -41.8% | +9.6% | -11.9% |
| 1Y | -52.3% | -44.8% | -7.5% | -37.1% |
| 3Y | -21.2% | +20.6% | -41.8% | +6.6% |
| All | -19.9% | +118.6% | -138.5% | +8.5% |
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 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