-49.3%
COMP vs UEC
+127.3%
-176.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.0% |
| 30D | +16.6% | -13.5% | +30.1% | +20.6% |
| 3M | -23.5% | -40.5% | +17.0% | -14.1% |
| 6M | +25.7% | -56.7% | +82.4% | +50.4% |
| YTD | -3.4% | -43.0% | +39.6% | +6.7% |
| 1Y | +7.6% | -42.5% | +50.1% | +17.7% |
| 3Y | +423.6% | +11.6% | +412.0% | +314.4% |
| 5Y | -10.6% | +21.8% | -32.4% | -41.3% |
| All | -49.3% | +127.3% | -176.6% | -68.4% |
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