-37.4%
DOCS vs UEC
+131.4%
-168.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.9% | +5.6% | -2.3% |
| 7D | -1.3% | -20.5% | +19.2% | +3.3% |
| 30D | +19.4% | -35.9% | +55.3% | +30.3% |
| 3M | +53.4% | -39.6% | +93.0% | +68.0% |
| 6M | +28.8% | -55.3% | +84.1% | +47.2% |
| YTD | -25.1% | -44.5% | +19.5% | -21.3% |
| 1Y | -48.1% | -50.4% | +2.3% | -44.6% |
| 3Y | +51.4% | +12.1% | +39.3% | +15.4% |
| 5Y | -51.1% | +41.5% | -92.6% | -70.8% |
| All | -37.4% | +131.4% | -168.8% | -66.1% |
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