-5.9%
DASH vs UEC
+368.6%
-374.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.4% |
| 7D | -2.8% | -5.2% | +2.4% | -2.0% |
| 30D | -9.3% | -22.0% | +12.7% | -5.5% |
| 3M | -15.1% | -37.0% | +21.9% | -8.6% |
| 6M | +8.7% | -52.7% | +61.4% | +21.2% |
| YTD | -21.3% | -38.6% | +17.3% | -18.4% |
| 1Y | -12.7% | -44.6% | +31.9% | -8.2% |
| 3Y | +103.8% | +27.1% | +76.7% | +65.6% |
| 5Y | -16.8% | +37.9% | -54.7% | -41.0% |
| All | -5.9% | +368.6% | -374.6% | -33.4% |
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