+741.1%
DECK vs UEC
+988.7%
-247.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.2% | -6.9% | +4.7% | -1.4% |
| 30D | -13.6% | +7.6% | -21.2% | -14.5% |
| 3M | -21.2% | -18.4% | -2.9% | -20.2% |
| 6M | -21.1% | -23.3% | +2.2% | -20.0% |
| YTD | -17.2% | -1.2% | -16.0% | -19.2% |
| 1Y | -30.7% | +2.3% | -33.1% | -33.8% |
| 3Y | -3.4% | +162.3% | -165.6% | -22.1% |
| 5Y | +25.5% | +287.2% | -261.7% | -10.4% |
| All | +741.1% | +988.7% | -247.5% | +353.4% |
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 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