+203.8%
DHR vs UEC
+885.8%
-682.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +5.0% | +0.1% |
| 7D | -3.6% | -9.4% | +5.8% | -3.0% |
| 30D | -2.7% | -8.0% | +5.3% | -2.3% |
| 3M | +10.9% | -1.7% | +12.6% | +10.7% |
| 6M | +3.0% | -26.1% | +29.2% | +4.0% |
| YTD | -12.2% | -10.5% | -1.7% | -12.9% |
| 1Y | +3.3% | -13.3% | +16.6% | +1.8% |
| 3Y | -8.2% | +116.4% | -124.6% | -18.4% |
| 5Y | -29.9% | +225.5% | -255.4% | -42.0% |
| All | +203.8% | +885.8% | -682.1% | +104.3% |
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