+47.0%
DD vs UEC
+156.3%
-109.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.5% |
| 7D | -0.6% | +2.6% | -3.2% | -0.9% |
| 30D | -7.4% | +5.6% | -13.0% | -8.1% |
| 3M | -6.4% | -5.7% | -0.7% | -6.6% |
| 6M | -2.5% | -8.0% | +5.6% | -2.8% |
| YTD | +10.2% | +1.8% | +8.4% | +8.4% |
| 1Y | +36.9% | +0.6% | +36.3% | +33.2% |
| 3Y | +47.0% | +155.2% | -108.1% | +23.5% |
| All | +47.0% | +156.3% | -109.2% | +23.5% |
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