+91.4%
USO vs UEC
+146.8%
-55.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.7% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | +19.1% | +1.9% | +17.2% | +19.2% |
| 3M | +14.2% | +8.9% | +5.3% | +14.6% |
| 6M | +43.7% | -14.5% | +58.2% | +44.0% |
| YTD | +116.8% | -0.7% | +117.5% | +115.0% |
| 1Y | +104.3% | -4.1% | +108.4% | +101.4% |
| All | +91.4% | +146.8% | -55.4% | +73.5% |
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 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