-65.9%
USO vs UEC
+73.5%
-139.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +9.5% | -6.9% | +16.4% | +10.1% |
| 30D | +23.6% | +7.6% | +15.9% | +22.4% |
| 3M | +3.8% | -18.4% | +22.2% | +4.8% |
| 6M | +55.0% | -23.3% | +78.3% | +55.3% |
| YTD | +105.3% | -1.2% | +106.5% | +99.2% |
| 1Y | +91.4% | +2.3% | +89.1% | +82.9% |
| 3Y | +84.6% | +162.3% | -77.7% | +53.2% |
| 5Y | +191.7% | +287.2% | -95.5% | +120.3% |
| 10Y | +73.3% | +1,009.6% | -936.3% | +4.4% |
| All | -65.9% | +73.5% | -139.4% | -82.1% |
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