-40.2%
DKS vs UEC
-16.4%
-23.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.6% |
| 7D | -3.0% | -9.4% | +6.5% | -2.6% |
| 30D | -33.4% | -8.0% | -25.4% | -33.6% |
| 3M | -39.4% | -1.7% | -37.7% | -39.8% |
| 6M | -30.1% | -26.1% | -4.0% | -30.1% |
| YTD | -31.0% | -10.5% | -20.4% | -32.6% |
| 1Y | -40.2% | -13.3% | -26.9% | -41.2% |
| All | -40.2% | -16.4% | -23.8% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling