+32.3%
JD vs UEC
+631.2%
-598.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | -0.6% |
| 7D | -4.0% | +4.9% | -9.0% | -4.7% |
| 30D | +2.7% | -17.5% | +20.1% | +4.7% |
| 3M | -13.0% | -40.1% | +27.1% | -8.1% |
| 6M | -12.7% | -56.1% | +43.4% | -5.1% |
| YTD | -0.8% | -41.8% | +41.0% | +2.6% |
| 1Y | -8.9% | -44.8% | +35.9% | -5.6% |
| 3Y | +17.0% | +20.6% | -3.5% | +2.8% |
| 5Y | -63.5% | +24.3% | -87.8% | -70.2% |
| All | +32.3% | +631.2% | -598.9% | -22.0% |
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