+567.2%
DKS vs UEC
+73.5%
+493.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.0% | -6.9% | +9.9% | +3.7% |
| 30D | -30.5% | +7.6% | -38.2% | -31.3% |
| 3M | -35.7% | -18.4% | -17.3% | -35.1% |
| 6M | -29.7% | -23.3% | -6.4% | -29.1% |
| YTD | -28.9% | -1.2% | -27.7% | -30.4% |
| 1Y | -35.9% | +2.3% | -38.2% | -38.1% |
| 3Y | +28.2% | +162.3% | -134.1% | +8.8% |
| 5Y | +11.8% | +287.2% | -275.4% | -12.8% |
| 10Y | +211.6% | +1,009.6% | -798.0% | +101.4% |
| All | +567.2% | +73.5% | +493.6% | +238.5% |
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