+227.2%
DKS vs UEC
+616.1%
-388.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.8% | +3.0% |
| 7D | +6.3% | -3.8% | +10.1% | +6.7% |
| 30D | +9.3% | -13.5% | +22.8% | +10.8% |
| 3M | -25.3% | -40.5% | +15.2% | -21.4% |
| 6M | -29.2% | -56.7% | +27.5% | -23.3% |
| YTD | -22.7% | -43.0% | +20.2% | -20.4% |
| 1Y | -30.1% | -42.5% | +12.4% | -28.4% |
| 3Y | +45.6% | +11.6% | +34.1% | +29.2% |
| 5Y | +28.5% | +21.8% | +6.7% | +4.7% |
| All | +227.2% | +616.1% | -388.9% | +96.2% |
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