-17.2%
PODD vs UEC
+156.3%
-173.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.0% | -6.6% | -3.7% |
| 7D | -4.1% | +2.6% | -6.7% | -4.2% |
| 30D | +0.8% | +5.6% | -4.8% | +0.4% |
| 3M | -6.1% | -5.7% | -0.4% | -6.1% |
| 6M | -40.0% | -8.0% | -31.9% | -40.3% |
| YTD | -49.9% | +1.8% | -51.7% | -50.8% |
| 1Y | -59.3% | +0.6% | -59.9% | -60.4% |
| 3Y | -17.2% | +155.2% | -172.4% | -28.3% |
| All | -17.2% | +156.3% | -173.5% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling