+22.3%
DOC vs UEC
+157.0%
-134.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -1.5% | -6.9% | +5.5% | -1.3% |
| 30D | -4.8% | +7.6% | -12.4% | -5.0% |
| 3M | +6.9% | -18.4% | +25.3% | +7.4% |
| 6M | +20.7% | -23.3% | +44.0% | +21.3% |
| YTD | +34.1% | -1.2% | +35.3% | +33.9% |
| 1Y | +22.6% | +2.3% | +20.3% | +21.8% |
| All | +22.3% | +157.0% | -134.7% | +15.8% |
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