-38.7%
DOCS vs UEC
+147.1%
-185.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.8% | -8.8% | -3.4% |
| 7D | -0.8% | -10.2% | +9.5% | +1.3% |
| 30D | +17.4% | -26.9% | +44.3% | +24.7% |
| 3M | +57.4% | -35.7% | +93.0% | +70.0% |
| 6M | +26.5% | -56.1% | +82.7% | +45.5% |
| YTD | -26.6% | -40.8% | +14.2% | -24.0% |
| 1Y | -48.1% | -43.4% | -4.7% | -46.2% |
| 3Y | +52.6% | +25.4% | +27.3% | +13.0% |
| 5Y | -52.1% | +51.1% | -103.2% | -71.8% |
| All | -38.7% | +147.1% | -185.8% | -67.2% |
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 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