-22.5%
DIS vs UEC
+21.1%
-43.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +1.9% | -3.8% | +5.7% | +2.2% |
| 30D | +9.2% | -13.5% | +22.7% | +10.4% |
| 3M | +13.5% | -40.5% | +54.0% | +18.5% |
| 6M | +14.3% | -56.7% | +71.0% | +22.3% |
| YTD | +5.4% | -43.0% | +48.4% | +8.2% |
| 1Y | +12.2% | -42.5% | +54.7% | +14.6% |
| 3Y | +37.2% | +11.6% | +25.6% | +21.3% |
| All | -22.5% | +21.1% | -43.6% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling