+80.5%
DOC vs UEC
+73.5%
+7.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -1.5% | -6.9% | +5.5% | -1.0% |
| 30D | -4.8% | +7.6% | -12.4% | -5.4% |
| 3M | +6.9% | -18.4% | +25.3% | +7.7% |
| 6M | +20.7% | -23.3% | +44.0% | +21.7% |
| YTD | +34.1% | -1.2% | +35.3% | +32.2% |
| 1Y | +22.6% | +2.3% | +20.3% | +19.6% |
| 3Y | +20.8% | +162.3% | -141.4% | +6.6% |
| 5Y | -24.9% | +287.2% | -312.1% | -38.4% |
| 10Y | -1.8% | +1,009.6% | -1,011.4% | -32.6% |
| All | +80.5% | +73.5% | +7.0% | -3.2% |
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