+46.0%
DGX vs UEC
-46.3%
+92.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.5% |
| 7D | +4.1% | -13.8% | +17.9% | +4.1% |
| 30D | +10.5% | -23.1% | +33.6% | +10.5% |
| 3M | +9.8% | -31.5% | +41.3% | +10.0% |
| 6M | +34.6% | -51.5% | +86.0% | +35.2% |
| YTD | +49.8% | -38.4% | +88.3% | +47.5% |
| 1Y | +46.0% | -44.7% | +90.7% | +44.0% |
| All | +46.0% | -46.3% | +92.4% | +44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling