-49.1%
COMP vs UEC
+146.8%
-195.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.5% |
| 7D | +2.2% | +0.6% | +1.6% | +2.2% |
| 30D | +16.3% | -18.1% | +34.4% | +21.8% |
| 3M | -19.1% | -36.9% | +17.8% | -10.5% |
| 6M | +17.1% | -56.1% | +73.2% | +39.7% |
| YTD | -2.9% | -38.1% | +35.2% | +5.1% |
| 1Y | +8.8% | -41.7% | +50.5% | +18.5% |
| 3Y | +423.5% | +28.2% | +395.3% | +298.1% |
| 5Y | -10.5% | +31.7% | -42.2% | -42.4% |
| All | -49.1% | +146.8% | -195.8% | -68.9% |
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