-12.1%
DOW vs UEC
+646.4%
-658.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.4% |
| 7D | -1.4% | -9.4% | +8.1% | -0.2% |
| 30D | -3.9% | -8.0% | +4.1% | -3.3% |
| 3M | -12.7% | -1.7% | -11.0% | -13.3% |
| 6M | -13.7% | -26.1% | +12.5% | -12.3% |
| YTD | +28.4% | -10.5% | +38.9% | +25.9% |
| 1Y | +21.8% | -13.3% | +35.0% | +17.7% |
| 3Y | -35.7% | +116.4% | -152.1% | -49.8% |
| 5Y | -36.8% | +225.5% | -262.4% | -59.1% |
| All | -12.1% | +646.4% | -658.5% | -69.4% |
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