-5.2%
DASH vs UEC
+352.3%
-357.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.4% |
| 7D | +0.4% | -10.2% | +10.6% | +2.3% |
| 30D | -6.0% | -26.9% | +20.9% | -0.8% |
| 3M | -15.8% | -35.7% | +19.9% | -9.7% |
| 6M | +7.0% | -56.1% | +63.1% | +21.0% |
| YTD | -20.7% | -40.8% | +20.1% | -17.2% |
| 1Y | -8.5% | -43.4% | +34.8% | -4.3% |
| 3Y | +101.8% | +25.4% | +76.4% | +64.4% |
| 5Y | -9.6% | +51.1% | -60.7% | -35.9% |
| All | -5.2% | +352.3% | -357.5% | -32.4% |
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