-7.0%
DASH vs UEC
+47.5%
-54.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -1.6% |
| 7D | +0.4% | -10.2% | +10.6% | +2.6% |
| 30D | -6.0% | -26.9% | +20.9% | +0.1% |
| 3M | -15.8% | -35.7% | +19.9% | -8.5% |
| 6M | +7.0% | -56.1% | +63.1% | +23.8% |
| YTD | -20.7% | -40.8% | +20.1% | -16.9% |
| 1Y | -8.5% | -43.4% | +34.8% | -4.0% |
| 3Y | +101.8% | +25.4% | +76.4% | +51.6% |
| All | -7.0% | +47.5% | -54.5% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling