+249.8%
DHR vs UEC
+616.1%
-366.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.5% |
| 7D | +1.2% | -3.8% | +5.0% | +1.4% |
| 30D | +3.7% | -13.5% | +17.2% | +4.6% |
| 3M | +14.5% | -40.5% | +55.0% | +18.0% |
| 6M | +40.9% | -56.7% | +97.6% | +47.5% |
| YTD | +2.4% | -43.0% | +45.4% | +4.3% |
| 1Y | +6.1% | -42.5% | +48.7% | +7.8% |
| 3Y | +21.0% | +11.6% | +9.4% | +12.6% |
| 5Y | -11.4% | +21.8% | -33.2% | -21.6% |
| All | +249.8% | +616.1% | -366.4% | +147.4% |
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