-8.9%
DASH vs UEC
+344.4%
-353.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.8% | -2.1% |
| 7D | -4.1% | +4.9% | -9.0% | -5.1% |
| 30D | -10.6% | -17.5% | +6.9% | -7.8% |
| 3M | -18.8% | -40.1% | +21.4% | -11.8% |
| 6M | +11.2% | -56.1% | +67.3% | +25.9% |
| YTD | -23.8% | -41.8% | +18.0% | -20.3% |
| 1Y | -12.2% | -44.8% | +32.6% | -7.7% |
| 3Y | +97.3% | +20.6% | +76.7% | +61.9% |
| 5Y | -29.8% | +24.3% | -54.2% | -49.6% |
| All | -8.9% | +344.4% | -353.4% | -34.9% |
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