+70.5%
DOCN vs UEC
+158.2%
-87.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.5% |
| 7D | -19.2% | -10.2% | -8.9% | -16.3% |
| 30D | -43.1% | -26.9% | -16.1% | -37.3% |
| 3M | -40.7% | -35.7% | -5.0% | -32.7% |
| 6M | -55.0% | -56.1% | +1.1% | -44.4% |
| YTD | +50.6% | -40.8% | +91.4% | +66.9% |
| 1Y | +54.0% | -43.4% | +97.3% | +71.2% |
| 3Y | +203.9% | +25.4% | +178.5% | +137.5% |
| 5Y | -29.4% | +51.1% | -80.5% | -55.0% |
| All | +70.5% | +158.2% | -87.7% | -1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling