+124.0%
DPZ vs UEC
+704.7%
-580.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.8% | -8.9% | -2.5% |
| 7D | +6.6% | -10.2% | +16.8% | +7.1% |
| 30D | +10.3% | -26.9% | +37.2% | +11.9% |
| 3M | -6.2% | -35.7% | +29.5% | -4.3% |
| 6M | +4.2% | -56.1% | +60.4% | +7.9% |
| YTD | -18.4% | -40.8% | +22.4% | -17.6% |
| 1Y | -14.9% | -43.4% | +28.4% | -14.1% |
| 3Y | -4.6% | +25.4% | -30.0% | -10.3% |
| 5Y | -27.4% | +51.1% | -78.5% | -34.4% |
| All | +124.0% | +704.7% | -580.7% | +90.1% |
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