+234.7%
DD vs UEC
+0.2%
+234.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +5.0% | -3.8% | +8.7% | +5.4% |
| 30D | +19.7% | -13.5% | +33.2% | +21.6% |
| 3M | +7.2% | -40.5% | +47.7% | +13.5% |
| 6M | +1.0% | -56.7% | +57.7% | +10.3% |
| YTD | +29.1% | -43.0% | +72.1% | +34.7% |
| 1Y | +28.5% | -42.5% | +71.0% | +33.4% |
| 3Y | +89.4% | +11.6% | +77.9% | +72.0% |
| 5Y | +67.1% | +21.8% | +45.4% | +40.7% |
| 10Y | +97.5% | +623.9% | -526.4% | +15.1% |
| All | +234.7% | +0.2% | +234.6% | +75.4% |
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