+54.3%
JD vs UEC
+630.4%
-576.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -1.7% | -6.9% | +5.3% | -0.9% |
| 30D | -13.2% | +7.6% | -20.8% | -14.1% |
| 3M | -3.2% | -18.4% | +15.2% | -1.8% |
| 6M | +15.2% | -23.3% | +38.5% | +16.7% |
| YTD | +2.0% | -1.2% | +3.2% | -0.4% |
| 1Y | -5.4% | +2.3% | -7.7% | -9.2% |
| 3Y | -9.1% | +162.3% | -171.4% | -25.9% |
| 5Y | -59.6% | +287.2% | -346.9% | -70.3% |
| 10Y | +26.2% | +1,009.6% | -983.4% | -27.3% |
| All | +54.3% | +630.4% | -576.1% | -7.7% |
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