+229.5%
PODD vs UEC
+994.3%
-764.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.8% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -3.5% | +1.9% | -5.4% | -3.9% |
| 3M | -13.6% | +8.9% | -22.5% | -14.9% |
| 6M | -42.6% | -14.5% | -28.2% | -42.7% |
| YTD | -51.5% | -0.7% | -50.8% | -52.7% |
| 1Y | -60.9% | -4.1% | -56.9% | -62.2% |
| 3Y | -19.8% | +148.9% | -168.7% | -33.1% |
| 5Y | -54.4% | +300.0% | -354.4% | -65.2% |
| All | +229.5% | +994.3% | -764.9% | +109.7% |
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 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