+211.6%
XOM vs UEC
+21.1%
+190.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.6% |
| 7D | +2.8% | -3.8% | +6.6% | +3.1% |
| 30D | -3.6% | -13.5% | +9.9% | -2.7% |
| 3M | +8.2% | -40.5% | +48.7% | +12.1% |
| 6M | +14.0% | -56.7% | +70.7% | +20.7% |
| YTD | +44.6% | -43.0% | +87.6% | +46.4% |
| 1Y | +47.8% | -42.5% | +90.3% | +48.8% |
| 3Y | +79.6% | +11.6% | +68.0% | +54.9% |
| All | +211.6% | +21.1% | +190.5% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling