+248.1%
DGX vs UEC
+885.8%
-637.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +1.9% |
| 7D | -0.9% | -9.4% | +8.6% | -0.4% |
| 30D | -1.2% | -8.0% | +6.9% | -0.8% |
| 3M | +15.8% | -1.7% | +17.5% | +15.6% |
| 6M | +18.2% | -26.1% | +44.3% | +19.0% |
| YTD | +37.2% | -10.5% | +47.7% | +36.2% |
| 1Y | +30.4% | -13.3% | +43.6% | +28.9% |
| 3Y | +96.7% | +116.4% | -19.6% | +79.5% |
| 5Y | +67.2% | +225.5% | -158.4% | +42.3% |
| All | +248.1% | +885.8% | -637.7% | +135.5% |
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