-5.1%
DASH vs UEC
+323.5%
-328.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.9% | +0.5% | -7.6% |
| 7D | +0.5% | -20.5% | +21.0% | +4.7% |
| 30D | -7.1% | -35.9% | +28.8% | +0.5% |
| 3M | -13.2% | -39.6% | +26.4% | -5.8% |
| 6M | +8.3% | -55.3% | +63.6% | +22.0% |
| YTD | -20.6% | -44.5% | +24.0% | -16.0% |
| 1Y | -24.4% | -50.4% | +26.0% | -18.6% |
| 3Y | +94.5% | +12.1% | +82.4% | +62.2% |
| 5Y | -9.4% | +41.5% | -50.9% | -35.0% |
| All | -5.1% | +323.5% | -328.6% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling