+7.4%
DASH vs UEC
+274.7%
-267.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | -6.9% | -3.6% | -9.2% |
| 30D | +2.2% | +7.6% | -5.5% | 0.0% |
| 3M | +32.3% | -18.4% | +50.7% | +35.8% |
| 6M | +19.1% | -23.3% | +42.4% | +21.5% |
| YTD | -6.5% | -1.2% | -5.3% | -11.4% |
| 1Y | -14.9% | +2.3% | -17.2% | -21.8% |
| 3Y | +151.9% | +162.3% | -10.3% | +61.8% |
| All | +7.4% | +274.7% | -267.3% | -41.7% |
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