-65.0%
USO vs UEC
+0.2%
-65.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.1% |
| 7D | -1.9% | -3.8% | +1.9% | -1.7% |
| 30D | -5.2% | -13.5% | +8.3% | -4.2% |
| 3M | +16.4% | -40.5% | +56.9% | +21.1% |
| 6M | +2.5% | -56.7% | +59.2% | +8.7% |
| YTD | +110.5% | -43.0% | +153.5% | +113.7% |
| 1Y | +108.4% | -42.5% | +151.0% | +110.6% |
| 3Y | +99.6% | +11.6% | +88.1% | +79.7% |
| 5Y | +160.1% | +21.8% | +138.3% | +120.0% |
| 10Y | +86.3% | +623.9% | -537.7% | +16.2% |
| All | -65.0% | +0.2% | -65.2% | -80.8% |
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