+21.5%
DBX vs UEC
+778.8%
-757.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.6% |
| 7D | +0.3% | -0.2% | +0.4% | +0.2% |
| 30D | 0.0% | +1.9% | -1.9% | -0.5% |
| 3M | +26.1% | +8.9% | +17.2% | +23.8% |
| 6M | +29.4% | -14.5% | +43.8% | +28.6% |
| YTD | +24.4% | -0.7% | +25.1% | +19.9% |
| 1Y | +10.9% | -4.1% | +14.9% | +5.9% |
| 3Y | +24.1% | +148.9% | -124.9% | -2.4% |
| 5Y | +7.8% | +300.0% | -292.2% | -27.4% |
| All | +21.5% | +778.8% | -757.3% | -44.8% |
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