+309.2%
XOM vs UEC
+78.8%
+230.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.5% |
| 7D | -2.4% | +2.6% | -5.0% | -2.6% |
| 30D | +5.7% | +5.6% | +0.1% | +4.9% |
| 3M | +6.6% | -5.7% | +12.3% | +6.2% |
| 6M | +7.7% | -8.0% | +15.7% | +6.6% |
| YTD | +36.2% | +1.8% | +34.4% | +32.9% |
| 1Y | +50.5% | +0.6% | +49.9% | +45.6% |
| 3Y | +53.4% | +155.2% | -101.8% | +31.8% |
| 5Y | +254.2% | +305.8% | -51.6% | +180.4% |
| 10Y | +177.9% | +943.0% | -765.1% | +87.3% |
| All | +309.2% | +78.8% | +230.4% | +152.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling