+35.3%
DLR vs UEC
+278.7%
-243.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +3.1% |
| 30D | -2.2% | +5.6% | -7.8% | -2.9% |
| 3M | +4.7% | -5.7% | +10.4% | +4.6% |
| 6M | +9.0% | -8.0% | +17.1% | +8.4% |
| YTD | +24.1% | +1.8% | +22.3% | +21.3% |
| 1Y | +20.9% | +0.6% | +20.3% | +17.2% |
| 3Y | +60.0% | +155.2% | -95.1% | +35.9% |
| 5Y | +35.3% | +305.8% | -270.5% | +8.1% |
| All | +35.3% | +278.7% | -243.4% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling