+28.5%
DECK vs UEC
+59.8%
-31.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.9% | +10.9% | +6.4% |
| 7D | +10.4% | -13.8% | +24.2% | +11.9% |
| 30D | +11.1% | -23.1% | +34.2% | +13.6% |
| 3M | -10.8% | -31.5% | +20.7% | -8.0% |
| 6M | -8.7% | -51.5% | +42.7% | -3.5% |
| YTD | -14.0% | -38.4% | +24.4% | -12.4% |
| 1Y | +12.0% | -44.7% | +56.7% | +14.9% |
| 3Y | -10.5% | +24.4% | -34.9% | -21.5% |
| 5Y | +28.5% | +57.3% | -28.8% | -1.0% |
| All | +28.5% | +59.8% | -31.3% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling