+11.9%
DLR vs UEC
-4.1%
+15.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | +1.9% | -3.1% | -1.3% |
| 3M | +2.9% | +8.9% | -6.0% | +1.9% |
| 6M | +6.7% | -14.5% | +21.1% | +6.9% |
| YTD | +23.9% | -0.7% | +24.6% | +21.8% |
| All | +11.9% | -4.1% | +15.9% | +10.2% |
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