+888.8%
DECK vs UEC
+653.5%
+235.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.3% | -0.5% |
| 7D | +6.0% | -20.5% | +26.5% | +8.6% |
| 30D | +7.4% | -35.9% | +43.4% | +12.5% |
| 3M | -11.7% | -39.6% | +27.9% | -7.2% |
| 6M | -11.0% | -55.3% | +44.4% | -4.2% |
| YTD | -15.4% | -44.5% | +29.2% | -12.3% |
| 1Y | +7.2% | -50.4% | +57.7% | +11.9% |
| 3Y | -11.8% | +12.1% | -23.9% | -21.4% |
| 5Y | +24.3% | +41.5% | -17.2% | +0.4% |
| All | +888.8% | +653.5% | +235.3% | +495.9% |
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