+328.2%
DOV vs UEC
+631.2%
-303.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.6% | -0.7% |
| 7D | +3.4% | +4.9% | -1.5% | +2.8% |
| 30D | +8.8% | -17.5% | +26.3% | +11.0% |
| 3M | +0.9% | -40.1% | +41.1% | +6.3% |
| 6M | -2.8% | -56.1% | +53.3% | +5.0% |
| YTD | +8.1% | -41.8% | +49.9% | +11.8% |
| 1Y | +15.2% | -44.8% | +60.1% | +19.4% |
| 3Y | +64.5% | +20.6% | +44.0% | +47.5% |
| 5Y | +28.9% | +24.3% | +4.6% | +8.0% |
| All | +328.2% | +631.2% | -303.0% | +128.8% |
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