+899.8%
YUM vs UEC
+74.4%
+825.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -2.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | +0.4% | +1.9% | -1.5% | +0.1% |
| 3M | -3.8% | +8.9% | -12.7% | -4.7% |
| 6M | -8.3% | -14.5% | +6.2% | -8.4% |
| YTD | -2.6% | -0.7% | -2.0% | -4.1% |
| 1Y | +1.5% | -4.1% | +5.6% | -0.5% |
| 3Y | +21.6% | +148.9% | -127.3% | +9.0% |
| 5Y | +23.5% | +300.0% | -276.5% | +3.0% |
| 10Y | +178.9% | +994.3% | -815.4% | +99.1% |
| All | +899.8% | +74.4% | +825.3% | +510.9% |
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