+877.2%
DECK vs UEC
+704.7%
+172.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -1.9% |
| 7D | +5.8% | -10.2% | +16.0% | +6.9% |
| 30D | +7.9% | -26.9% | +34.8% | +11.3% |
| 3M | -11.4% | -35.7% | +24.3% | -7.6% |
| 6M | -16.6% | -56.1% | +39.6% | -10.1% |
| YTD | -16.4% | -40.8% | +24.4% | -14.0% |
| 1Y | +8.6% | -43.4% | +52.0% | +11.7% |
| 3Y | -15.1% | +25.4% | -40.5% | -25.3% |
| 5Y | +22.9% | +51.1% | -28.2% | -1.5% |
| All | +877.2% | +704.7% | +172.5% | +484.5% |
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 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