+221.7%
PODD vs UEC
+939.6%
-717.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -1.9% |
| 7D | -10.6% | -4.3% | -6.3% | -10.2% |
| 30D | -6.9% | -3.8% | -3.1% | -6.8% |
| 3M | -10.6% | +17.0% | -27.6% | -12.7% |
| 6M | -43.5% | -23.9% | -19.6% | -42.9% |
| YTD | -52.6% | -5.7% | -47.0% | -53.6% |
| 1Y | -60.1% | -12.5% | -47.6% | -61.0% |
| 3Y | -21.7% | +136.5% | -158.1% | -34.4% |
| 5Y | -54.6% | +243.3% | -297.9% | -64.9% |
| All | +221.7% | +939.6% | -717.9% | +105.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling