-31.9%
ADSK vs UEC
-1.0%
-30.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.3% | -8.5% | -8.3% |
| 7D | -16.4% | -6.9% | -9.5% | -16.5% |
| 30D | -9.2% | +7.6% | -16.9% | -8.8% |
| 3M | -6.7% | -18.4% | +11.7% | -6.1% |
| 6M | -15.5% | -23.3% | +7.8% | -14.9% |
| YTD | -26.4% | -1.2% | -25.2% | -25.5% |
| 1Y | -31.9% | +2.3% | -34.2% | -32.5% |
| All | -31.9% | -1.0% | -30.9% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling