+102.2%
DG vs UEC
+908.7%
-806.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -2.4% |
| 7D | -4.8% | -0.2% | -4.7% | -4.8% |
| 30D | +1.8% | +1.9% | -0.2% | +1.5% |
| 3M | +14.5% | +8.9% | +5.5% | +13.4% |
| 6M | -13.6% | -14.5% | +0.9% | -13.6% |
| YTD | -4.8% | -0.7% | -4.2% | -6.3% |
| 1Y | +21.6% | -4.1% | +25.6% | +19.4% |
| 3Y | +4.5% | +148.9% | -144.5% | -6.4% |
| 5Y | -38.5% | +300.0% | -338.5% | -49.2% |
| 10Y | +102.2% | +994.3% | -892.1% | +35.5% |
| All | +102.2% | +908.7% | -806.5% | +35.5% |
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