+422.4%
ADSK vs UEC
+74.4%
+348.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.3% |
| 7D | -14.5% | -0.2% | -14.4% | -14.5% |
| 30D | -19.3% | +1.9% | -21.2% | -19.6% |
| 3M | -7.8% | +8.9% | -16.7% | -9.6% |
| 6M | -20.8% | -14.5% | -6.3% | -21.1% |
| YTD | -30.2% | -0.7% | -29.5% | -32.4% |
| 1Y | -36.5% | -4.1% | -32.4% | -39.0% |
| 3Y | -5.7% | +148.9% | -154.7% | -23.6% |
| 5Y | -28.2% | +300.0% | -328.2% | -48.2% |
| 10Y | +209.1% | +994.3% | -785.2% | +72.9% |
| All | +422.4% | +74.4% | +348.0% | +139.0% |
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