-22.2%
DOC vs UEC
+42.4%
-64.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.6% | +0.3% |
| 7D | +6.2% | -20.5% | +26.7% | +7.5% |
| 30D | +6.5% | -35.9% | +42.4% | +9.0% |
| 3M | -6.2% | -39.6% | +33.3% | -3.9% |
| 6M | +25.6% | -55.3% | +80.9% | +30.5% |
| YTD | +32.1% | -44.5% | +76.6% | +34.6% |
| 1Y | +20.3% | -50.4% | +70.7% | +23.1% |
| 3Y | +42.7% | +12.1% | +30.6% | +32.9% |
| 5Y | -22.2% | +41.5% | -63.6% | -30.9% |
| All | -22.2% | +42.4% | -64.6% | -30.9% |
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