+67.3%
DD vs UEC
+939.6%
-872.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +0.2% |
| 7D | -2.9% | -4.3% | +1.4% | -2.4% |
| 30D | -11.5% | -3.8% | -7.7% | -11.3% |
| 3M | -5.4% | +17.0% | -22.4% | -7.9% |
| 6M | -6.9% | -23.9% | +17.0% | -5.0% |
| YTD | +6.9% | -5.7% | +12.5% | +5.1% |
| 1Y | +35.6% | -12.5% | +48.2% | +32.7% |
| 3Y | +42.5% | +136.5% | -93.9% | +15.0% |
| 5Y | +58.5% | +243.3% | -184.8% | +11.7% |
| All | +67.3% | +939.6% | -872.3% | -18.8% |
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