+44.5%
UDR vs UEC
+939.6%
-895.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.4% |
| 7D | -3.4% | -4.3% | +0.9% | -3.1% |
| 30D | -5.4% | -3.8% | -1.6% | -5.4% |
| 3M | -10.0% | +17.0% | -27.0% | -11.2% |
| 6M | -2.5% | -23.9% | +21.4% | -1.9% |
| YTD | -1.1% | -5.7% | +4.5% | -2.4% |
| 1Y | -3.9% | -12.5% | +8.6% | -5.4% |
| 3Y | +3.4% | +136.5% | -133.0% | -8.7% |
| 5Y | -18.9% | +243.3% | -262.2% | -33.6% |
| All | +44.5% | +939.6% | -895.2% | -2.2% |
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