+28.5%
UDR vs UEC
+18.1%
+10.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +0.8% |
| 7D | -0.4% | -3.8% | +3.4% | -0.4% |
| 30D | +7.8% | -13.5% | +21.3% | +7.6% |
| 3M | -2.8% | -40.5% | +37.7% | -3.2% |
| 6M | -1.4% | -56.7% | +55.2% | -1.8% |
| YTD | +3.4% | -43.0% | +46.4% | +3.0% |
| 1Y | +9.9% | -42.5% | +52.4% | +9.4% |
| 3Y | +28.5% | +11.6% | +16.9% | +22.2% |
| All | +28.5% | +18.1% | +10.4% | +22.2% |
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 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