+0.1%
DOW vs UEC
+375.7%
-375.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | -0.1% |
| 7D | +5.2% | -3.8% | +9.0% | +5.6% |
| 30D | +13.2% | -13.5% | +26.7% | +14.8% |
| 3M | +10.1% | -40.5% | +50.6% | +16.3% |
| 6M | -13.1% | -56.7% | +43.6% | -5.4% |
| YTD | +46.1% | -43.0% | +89.1% | +50.7% |
| 1Y | +50.0% | -42.5% | +92.6% | +53.5% |
| 3Y | -20.2% | +11.6% | -31.8% | -31.7% |
| 5Y | -27.7% | +21.8% | -49.4% | -44.5% |
| All | +0.1% | +375.7% | -375.6% | -63.4% |
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