+181.2%
DLR vs UEC
+616.1%
-435.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.7% |
| 7D | +3.3% | -3.8% | +7.1% | +3.6% |
| 30D | +4.6% | -13.5% | +18.1% | +5.7% |
| 3M | -8.3% | -40.5% | +32.2% | -4.7% |
| 6M | -5.6% | -56.7% | +51.0% | 0.0% |
| YTD | +18.7% | -43.0% | +61.7% | +21.9% |
| 1Y | +17.1% | -42.5% | +59.6% | +19.9% |
| 3Y | +54.4% | +11.6% | +42.8% | +45.2% |
| 5Y | +36.5% | +21.8% | +14.7% | +22.3% |
| All | +181.2% | +616.1% | -435.0% | +102.6% |
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