+115.6%
DT vs UEC
+1,036.1%
-920.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.4% |
| 7D | -2.5% | -4.3% | +1.7% | -2.0% |
| 30D | +3.5% | -3.8% | +7.4% | +3.8% |
| 3M | +26.7% | +17.0% | +9.7% | +22.7% |
| 6M | +36.1% | -23.9% | +60.0% | +38.4% |
| YTD | +18.6% | -5.7% | +24.3% | +14.9% |
| 1Y | +7.9% | -12.5% | +20.4% | +3.7% |
| 3Y | +8.6% | +136.5% | -127.9% | -19.2% |
| 5Y | -26.7% | +243.3% | -270.0% | -53.0% |
| All | +115.6% | +1,036.1% | -920.5% | -15.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling