+851.5%
DE vs UEC
+885.8%
-34.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.8% | +0.3% |
| 7D | -2.6% | -9.4% | +6.9% | -1.5% |
| 30D | +9.0% | -8.0% | +17.0% | +9.7% |
| 3M | +19.1% | -1.7% | +20.8% | +18.5% |
| 6M | +14.4% | -26.1% | +40.5% | +16.6% |
| YTD | +45.9% | -10.5% | +56.5% | +44.4% |
| 1Y | +43.6% | -13.3% | +56.9% | +40.7% |
| 3Y | +75.9% | +116.4% | -40.5% | +45.8% |
| 5Y | +98.8% | +225.5% | -126.8% | +45.8% |
| All | +851.5% | +885.8% | -34.4% | +431.1% |
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