+534.1%
DGX vs UEC
+74.4%
+459.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.9% | +1.9% | -2.8% | -1.1% |
| 3M | +15.6% | +8.9% | +6.7% | +14.8% |
| 6M | +17.8% | -14.5% | +32.2% | +17.8% |
| YTD | +37.5% | -0.7% | +38.1% | +36.0% |
| 1Y | +31.2% | -4.1% | +35.2% | +29.4% |
| 3Y | +96.6% | +148.9% | -52.3% | +81.3% |
| 5Y | +64.9% | +300.0% | -235.1% | +43.9% |
| 10Y | +254.6% | +994.3% | -739.7% | +173.7% |
| All | +534.1% | +74.4% | +459.6% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling