+43.4%
DLTR vs UEC
+885.8%
-842.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | 0.0% |
| 7D | -10.1% | -9.4% | -0.6% | -9.3% |
| 30D | -8.1% | -8.0% | -0.1% | -7.7% |
| 3M | +2.9% | -1.7% | +4.5% | +2.5% |
| 6M | +4.3% | -26.1% | +30.5% | +5.5% |
| YTD | -3.9% | -10.5% | +6.6% | -5.1% |
| 1Y | +18.9% | -13.3% | +32.2% | +16.7% |
| 3Y | +1.9% | +116.4% | -114.4% | -11.9% |
| 5Y | +31.0% | +225.5% | -194.6% | +2.3% |
| All | +43.4% | +885.8% | -842.4% | -12.7% |
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