+179.9%
DAL vs UEC
+27.4%
+152.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +1.2% |
| 7D | +10.7% | -5.2% | +15.9% | +11.3% |
| 30D | +12.5% | -22.0% | +34.5% | +15.8% |
| 3M | +3.6% | -37.0% | +40.6% | +9.1% |
| 6M | +26.7% | -52.7% | +79.4% | +36.6% |
| YTD | +34.3% | -38.6% | +72.9% | +38.6% |
| 1Y | +59.1% | -44.6% | +103.7% | +65.4% |
| 3Y | +179.9% | +27.1% | +152.7% | +151.0% |
| All | +179.9% | +27.4% | +152.5% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling