+241.5%
DD vs UEC
+7.8%
+233.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.8% |
| 7D | +2.2% | -5.2% | +7.4% | +2.8% |
| 30D | +20.7% | -22.0% | +42.7% | +24.1% |
| 3M | +11.3% | -37.0% | +48.3% | +17.0% |
| 6M | +6.0% | -52.7% | +58.7% | +14.4% |
| YTD | +31.7% | -38.6% | +70.3% | +36.3% |
| 1Y | +32.2% | -44.6% | +76.8% | +37.9% |
| 3Y | +92.7% | +27.1% | +65.6% | +72.2% |
| 5Y | +72.1% | +37.9% | +34.2% | +42.7% |
| 10Y | +99.7% | +631.6% | -532.0% | +16.1% |
| All | +241.5% | +7.8% | +233.7% | +77.4% |
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