+130.9%
DPZ vs UEC
+696.7%
-565.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | -0.9% |
| 7D | +2.2% | -5.2% | +7.3% | +2.3% |
| 30D | +6.7% | -22.0% | +28.7% | +7.9% |
| 3M | -4.5% | -37.0% | +32.5% | -2.6% |
| 6M | +3.3% | -52.7% | +56.0% | +6.5% |
| YTD | -19.4% | -38.6% | +19.2% | -18.8% |
| 1Y | -17.3% | -44.6% | +27.3% | -16.3% |
| 3Y | -8.4% | +27.1% | -35.5% | -14.0% |
| 5Y | -28.2% | +37.9% | -66.1% | -35.1% |
| 10Y | +130.9% | +631.6% | -500.8% | +86.0% |
| All | +130.9% | +696.7% | -565.8% | +86.0% |
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