-36.6%
DT vs UEC
+21.1%
-57.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.1% |
| 7D | +3.1% | -3.8% | +6.9% | +3.6% |
| 30D | -29.5% | -13.5% | -16.0% | -28.3% |
| 3M | -11.7% | -40.5% | +28.8% | -5.9% |
| 6M | +29.0% | -56.7% | +85.7% | +42.2% |
| YTD | +3.4% | -43.0% | +46.3% | +6.8% |
| 1Y | -4.2% | -42.5% | +38.3% | -1.8% |
| 3Y | -12.8% | +11.6% | -24.4% | -28.5% |
| All | -36.6% | +21.1% | -57.7% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling