+1,018.2%
ADP vs UEC
+73.5%
+944.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -3.4% | -6.9% | +3.5% | -3.0% |
| 30D | +2.8% | +7.6% | -4.9% | +2.2% |
| 3M | +20.9% | -18.4% | +39.3% | +21.8% |
| 6M | +29.9% | -23.3% | +53.1% | +30.4% |
| YTD | +9.6% | -1.2% | +10.8% | +7.7% |
| 1Y | -5.3% | +2.3% | -7.6% | -7.8% |
| 3Y | +16.5% | +162.3% | -145.8% | +2.9% |
| 5Y | +49.4% | +287.2% | -237.8% | +23.6% |
| 10Y | +282.2% | +1,009.6% | -727.4% | +171.7% |
| All | +1,018.2% | +73.5% | +944.7% | +642.5% |
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