+275.8%
DIS vs UEC
+73.5%
+202.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -2.6% | -6.9% | +4.4% | -2.0% |
| 30D | +3.5% | +7.6% | -4.2% | +2.6% |
| 3M | +6.8% | -18.4% | +25.2% | +7.9% |
| 6M | +3.0% | -23.3% | +26.3% | +4.0% |
| YTD | -6.7% | -1.2% | -5.5% | -8.3% |
| 1Y | -10.1% | +2.3% | -12.4% | -12.7% |
| 3Y | +33.0% | +162.3% | -129.2% | +15.0% |
| 5Y | -40.0% | +287.2% | -327.2% | -52.0% |
| 10Y | +21.1% | +1,009.6% | -988.6% | -19.3% |
| All | +275.8% | +73.5% | +202.2% | +113.9% |
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 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