-36.8%
DG vs UEC
+299.0%
-335.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.2% |
| 7D | -2.5% | +2.6% | -5.0% | -2.6% |
| 30D | +1.0% | +5.6% | -4.6% | +0.7% |
| 3M | +20.3% | -5.7% | +26.0% | +20.2% |
| 6M | -11.7% | -8.0% | -3.7% | -12.1% |
| YTD | -2.3% | +1.8% | -4.1% | -3.5% |
| 1Y | +20.0% | +0.6% | +19.4% | +18.2% |
| 3Y | +7.2% | +155.2% | -147.9% | -0.4% |
| All | -36.8% | +299.0% | -335.8% | -42.1% |
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