-5.8%
DASH vs UEC
+41.6%
-47.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.1% | -9.4% | -1.5% |
| 7D | -4.8% | +1.5% | -6.3% | -5.3% |
| 30D | -7.9% | -17.1% | +9.2% | -4.6% |
| 3M | -16.3% | -32.3% | +16.0% | -10.2% |
| 6M | +10.4% | -49.7% | +60.1% | +23.8% |
| YTD | -20.1% | -34.8% | +14.7% | -18.1% |
| 1Y | -11.4% | -37.5% | +26.1% | -9.1% |
| 3Y | +114.1% | +37.1% | +77.0% | +57.7% |
| 5Y | -5.8% | +44.3% | -50.1% | -42.9% |
| All | -5.8% | +41.6% | -47.4% | -42.9% |
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 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