+16.9%
JD vs UEC
+908.7%
-891.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.2% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -19.3% | +1.9% | -21.3% | -19.8% |
| 3M | -6.0% | +8.9% | -14.9% | -7.8% |
| 6M | +1.8% | -14.5% | +16.2% | +1.9% |
| YTD | -2.6% | -0.7% | -1.9% | -5.1% |
| 1Y | -17.4% | -4.1% | -13.4% | -20.4% |
| 3Y | -8.6% | +148.9% | -157.5% | -26.6% |
| 5Y | -61.6% | +300.0% | -361.6% | -72.9% |
| 10Y | +16.9% | +994.3% | -977.5% | -36.9% |
| All | +16.9% | +908.7% | -891.8% | -36.9% |
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