+95.3%
DOCU vs UEC
+358.3%
-262.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.8% | -8.5% | -2.7% |
| 7D | -5.5% | -10.2% | +4.7% | -4.2% |
| 30D | +12.6% | -26.9% | +39.6% | +17.4% |
| 3M | +36.4% | -35.7% | +72.1% | +44.0% |
| 6M | +66.8% | -56.1% | +122.9% | +83.8% |
| YTD | +13.5% | -40.8% | +54.2% | +15.8% |
| 1Y | +11.3% | -43.4% | +54.7% | +13.9% |
| 3Y | +92.1% | +25.4% | +66.7% | +56.9% |
| 5Y | -71.0% | +51.1% | -122.1% | -78.6% |
| All | +95.3% | +358.3% | -262.9% | +12.0% |
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