+9.1%
DVN vs UEC
+78.8%
-69.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | -1.3% | +2.6% | -3.9% | -1.7% |
| 30D | +12.6% | +5.6% | +7.0% | +11.1% |
| 3M | +8.1% | -5.7% | +13.8% | +7.2% |
| 6M | +10.2% | -8.0% | +18.2% | +7.6% |
| YTD | +33.8% | +1.8% | +32.0% | +26.7% |
| 1Y | +43.9% | +0.6% | +43.3% | +33.4% |
| 3Y | +1.7% | +155.2% | -153.4% | -25.8% |
| 5Y | +119.6% | +305.8% | -186.2% | +37.5% |
| 10Y | +53.7% | +943.0% | -889.3% | -29.6% |
| All | +9.1% | +78.8% | -69.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling