+306.1%
XOM vs UEC
+73.5%
+232.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | +1.8% | -6.9% | +8.7% | +2.3% |
| 30D | +5.9% | +7.6% | -1.8% | +5.0% |
| 3M | +5.6% | -18.4% | +24.0% | +6.5% |
| 6M | +7.9% | -23.3% | +31.1% | +8.4% |
| YTD | +35.2% | -1.2% | +36.4% | +32.3% |
| 1Y | +46.0% | +2.3% | +43.7% | +41.0% |
| 3Y | +55.0% | +162.3% | -107.2% | +32.8% |
| 5Y | +246.3% | +287.2% | -40.9% | +175.2% |
| 10Y | +181.0% | +1,009.6% | -828.6% | +88.8% |
| All | +306.1% | +73.5% | +232.6% | +151.5% |
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 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