+54.8%
XOP vs UEC
+939.6%
-884.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +1.2% |
| 7D | +1.6% | -4.3% | +5.9% | +2.4% |
| 30D | +9.6% | -3.8% | +13.4% | +9.8% |
| 3M | +16.9% | +17.0% | -0.1% | +11.7% |
| 6M | +24.0% | -23.9% | +47.9% | +25.6% |
| YTD | +56.2% | -5.7% | +61.9% | +49.0% |
| 1Y | +51.8% | -12.5% | +64.3% | +43.3% |
| 3Y | +37.0% | +136.5% | -99.5% | -5.1% |
| 5Y | +163.4% | +243.3% | -79.9% | +51.2% |
| All | +54.8% | +939.6% | -884.8% | -45.5% |
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 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