+877.2%
DLTR vs UEC
+78.8%
+798.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.0% | -8.6% | -5.8% |
| 7D | -5.8% | +2.6% | -8.4% | -6.0% |
| 30D | -5.2% | +5.6% | -10.8% | -5.6% |
| 3M | +15.2% | -5.7% | +20.9% | +15.0% |
| 6M | +7.1% | -8.0% | +15.2% | +6.6% |
| YTD | +0.8% | +1.8% | -1.0% | -0.5% |
| 1Y | +24.8% | +0.6% | +24.2% | +22.7% |
| 3Y | +6.9% | +155.2% | -148.2% | -2.0% |
| 5Y | +33.2% | +305.8% | -272.6% | +16.0% |
| 10Y | +51.6% | +943.0% | -891.4% | +19.5% |
| All | +877.2% | +78.8% | +798.4% | +630.0% |
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