+176.7%
DLR vs UEC
+908.7%
-732.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | +1.9% | -3.1% | -1.5% |
| 3M | +2.9% | +8.9% | -6.0% | +1.7% |
| 6M | +6.7% | -14.5% | +21.1% | +6.8% |
| YTD | +23.9% | -0.7% | +24.6% | +21.9% |
| 1Y | +18.6% | -4.1% | +22.7% | +16.2% |
| 3Y | +59.7% | +148.9% | -89.3% | +40.7% |
| 5Y | +42.1% | +300.0% | -257.9% | +16.5% |
| 10Y | +176.7% | +994.3% | -817.6% | +93.4% |
| All | +176.7% | +908.7% | -732.0% | +93.4% |
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