+155.0%
DPZ vs UEC
+988.7%
-833.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -2.5% | -6.9% | +4.4% | -2.2% |
| 30D | -7.0% | +7.6% | -14.6% | -7.5% |
| 3M | +11.6% | -18.4% | +30.0% | +12.3% |
| 6M | -15.2% | -23.3% | +8.1% | -14.8% |
| YTD | -17.2% | -1.2% | -16.1% | -18.5% |
| 1Y | -24.8% | +2.3% | -27.2% | -26.6% |
| 3Y | -8.7% | +162.3% | -170.9% | -17.4% |
| 5Y | -28.9% | +287.2% | -316.2% | -38.7% |
| All | +155.0% | +988.7% | -833.7% | +105.1% |
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