+191.6%
XOM vs UEC
+939.6%
-748.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.1% |
| 7D | +1.9% | -4.3% | +6.1% | +2.3% |
| 30D | +4.1% | -3.8% | +7.9% | +4.1% |
| 3M | +10.4% | +17.0% | -6.6% | +7.5% |
| 6M | +13.0% | -23.9% | +36.9% | +13.9% |
| YTD | +40.1% | -5.7% | +45.7% | +36.4% |
| 1Y | +51.1% | -12.5% | +63.7% | +46.5% |
| 3Y | +57.7% | +136.5% | -78.8% | +26.9% |
| 5Y | +264.7% | +243.3% | +21.4% | +160.4% |
| All | +191.6% | +939.6% | -748.1% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling