+875.9%
DLR vs UEC
+8.7%
+867.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | +0.5% | -18.1% | +18.7% | +1.8% |
| 3M | -4.4% | -36.9% | +32.5% | -1.8% |
| 6M | -6.4% | -56.1% | +49.7% | -2.1% |
| YTD | +19.5% | -38.1% | +57.6% | +21.5% |
| 1Y | +10.5% | -41.7% | +52.2% | +12.6% |
| 3Y | +54.0% | +28.2% | +25.8% | +45.6% |
| 5Y | +39.7% | +31.7% | +8.0% | +27.7% |
| 10Y | +189.5% | +685.9% | -496.3% | +119.7% |
| All | +875.9% | +8.7% | +867.2% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling