+67.3%
DVN vs UEC
+885.8%
-818.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +1.4% |
| 7D | +4.5% | -9.4% | +14.0% | +6.4% |
| 30D | +12.0% | -8.0% | +20.0% | +13.0% |
| 3M | +13.4% | -1.7% | +15.1% | +12.0% |
| 6M | +12.1% | -26.1% | +38.3% | +13.8% |
| YTD | +38.8% | -10.5% | +49.4% | +32.8% |
| 1Y | +46.0% | -13.3% | +59.3% | +36.3% |
| 3Y | +9.5% | +116.4% | -106.9% | -25.9% |
| 5Y | +125.3% | +225.5% | -100.3% | +23.6% |
| All | +67.3% | +885.8% | -818.6% | -46.1% |
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