+3.1%
BTDR vs UEC
-1.0%
+4.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.7% | +3.8% |
| 7D | +20.0% | -6.9% | +26.9% | +24.6% |
| 30D | +11.9% | +7.6% | +4.3% | +7.4% |
| 3M | -36.9% | -18.4% | -18.5% | -31.3% |
| 6M | +56.5% | -23.3% | +79.8% | +70.7% |
| YTD | +10.4% | -1.2% | +11.6% | +9.2% |
| 1Y | +3.1% | +2.3% | +0.8% | +21.2% |
| All | +3.1% | -1.0% | +4.1% | +21.2% |
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 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