-37.1%
DOCS vs UEC
+137.9%
-175.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | +2.6% | -3.8% | +6.3% | +3.2% |
| 30D | +11.4% | -13.5% | +24.9% | +14.3% |
| 3M | +25.4% | -40.5% | +65.9% | +37.2% |
| 6M | +42.5% | -56.7% | +99.2% | +64.1% |
| YTD | -24.7% | -43.0% | +18.3% | -21.6% |
| 1Y | -32.9% | -42.5% | +9.6% | -31.0% |
| 3Y | +39.6% | +11.6% | +28.1% | +6.7% |
| 5Y | -54.6% | +21.8% | -76.4% | -72.4% |
| All | -37.1% | +137.9% | -175.0% | -66.2% |
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