+215.4%
ADSK vs UEC
+885.8%
-670.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +1.1% |
| 7D | -2.5% | -9.4% | +6.9% | -1.2% |
| 30D | -14.9% | -8.0% | -6.9% | -14.1% |
| 3M | +3.3% | -1.7% | +5.0% | +2.8% |
| 6M | -15.7% | -26.1% | +10.5% | -14.2% |
| YTD | -28.2% | -10.5% | -17.7% | -30.1% |
| 1Y | -34.5% | -13.3% | -21.3% | -37.0% |
| 3Y | -2.9% | +116.4% | -119.3% | -24.8% |
| 5Y | -25.3% | +225.5% | -250.9% | -50.2% |
| All | +215.4% | +885.8% | -670.5% | +42.2% |
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