+21.3%
DBX vs UEC
+156.3%
-135.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -6.0% | -3.0% |
| 7D | -1.3% | +2.6% | -3.9% | -1.4% |
| 30D | -2.9% | +5.6% | -8.5% | -3.1% |
| 3M | +23.8% | -5.7% | +29.6% | +24.0% |
| 6M | +26.2% | -8.0% | +34.2% | +25.4% |
| YTD | +21.6% | +1.8% | +19.8% | +19.1% |
| 1Y | +11.4% | +0.6% | +10.8% | +8.1% |
| 3Y | +21.3% | +155.2% | -133.9% | +3.8% |
| All | +21.3% | +156.3% | -135.0% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling