+122.8%
DAL vs UEC
+704.7%
-581.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.8% | -4.6% | +1.1% |
| 7D | +8.8% | -10.2% | +19.0% | +10.4% |
| 30D | +5.4% | -26.9% | +32.3% | +10.1% |
| 3M | -4.9% | -35.7% | +30.8% | +0.7% |
| 6M | +19.8% | -56.1% | +76.0% | +32.7% |
| YTD | +27.0% | -40.8% | +67.7% | +32.7% |
| 1Y | +52.5% | -43.4% | +95.8% | +59.4% |
| 3Y | +173.8% | +25.4% | +148.5% | +138.3% |
| 5Y | +104.5% | +51.1% | +53.5% | +59.0% |
| All | +122.8% | +704.7% | -581.8% | +13.3% |
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