+6.2%
DT vs UEC
+156.3%
-150.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -3.2% |
| 7D | -4.9% | +2.6% | -7.5% | -5.0% |
| 30D | +2.7% | +5.6% | -2.9% | +2.3% |
| 3M | +20.0% | -5.7% | +25.7% | +19.9% |
| 6M | +28.0% | -8.0% | +36.1% | +27.6% |
| YTD | +16.0% | +1.8% | +14.2% | +14.5% |
| 1Y | +0.7% | +0.6% | +0.1% | -1.6% |
| 3Y | +6.2% | +155.2% | -149.0% | -8.4% |
| All | +6.2% | +156.3% | -150.1% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling