+685.9%
UEC vs DAR
+290.1%
+395.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.2% | -1.8% |
| 7D | +0.6% | +3.6% | -3.0% | -1.1% |
| 30D | -18.1% | -11.3% | -6.9% | -13.1% |
| 3M | -36.9% | -13.1% | -23.8% | -33.3% |
| 6M | -56.1% | -15.1% | -41.0% | -53.5% |
| YTD | -38.1% | +50.5% | -88.6% | -52.4% |
| 1Y | -41.7% | +57.9% | -99.6% | -56.4% |
| 3Y | +28.2% | +28.9% | -0.7% | -5.0% |
| 5Y | +31.7% | -31.4% | +63.1% | +48.5% |
| 10Y | +685.9% | +301.0% | +384.8% | +264.7% |
| All | +685.9% | +290.1% | +395.8% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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