-61.3%
JD vs UEC
+274.7%
-335.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | -6.9% | +5.3% | -0.8% |
| 30D | -13.2% | +7.6% | -20.8% | -14.2% |
| 3M | -3.2% | -18.4% | +15.2% | -1.7% |
| 6M | +15.2% | -23.3% | +38.5% | +16.8% |
| YTD | +2.0% | -1.2% | +3.2% | -0.7% |
| 1Y | -5.4% | +2.3% | -7.7% | -9.8% |
| 3Y | -9.1% | +162.3% | -171.4% | -29.8% |
| All | -61.3% | +274.7% | -335.9% | -74.1% |
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 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