+59.1%
DLR vs UEC
+148.7%
-89.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.6% | -6.9% | +8.5% | +2.2% |
| 30D | -3.4% | +7.6% | -11.0% | -4.1% |
| 3M | +0.5% | -18.4% | +18.9% | +1.6% |
| 6M | +4.6% | -23.3% | +27.8% | +5.6% |
| YTD | +23.4% | -1.2% | +24.6% | +21.1% |
| 1Y | +19.0% | +2.3% | +16.7% | +15.3% |
| All | +59.1% | +148.7% | -89.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling