+78.1%
DOC vs UEC
+8.1%
+70.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.5% |
| 7D | +8.7% | -13.8% | +22.5% | +9.8% |
| 30D | +7.6% | -23.1% | +30.7% | +9.4% |
| 3M | -5.3% | -31.5% | +26.3% | -3.1% |
| 6M | +27.6% | -51.5% | +79.1% | +32.9% |
| YTD | +32.4% | -38.4% | +70.8% | +34.6% |
| 1Y | +22.9% | -44.7% | +67.6% | +25.4% |
| 3Y | +43.1% | +24.4% | +18.7% | +33.2% |
| 5Y | -21.4% | +57.3% | -78.7% | -31.0% |
| 10Y | +16.8% | +726.4% | -709.6% | -18.3% |
| All | +78.1% | +8.1% | +70.0% | -1.5% |
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