+334.9%
COMP vs UEC
+11.7%
+323.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -9.9% | +1.7% | -6.7% |
| 7D | -1.8% | -20.5% | +18.7% | +1.4% |
| 30D | -0.8% | -35.9% | +35.2% | +5.5% |
| 3M | -28.1% | -39.6% | +11.4% | -23.3% |
| 6M | +27.0% | -55.3% | +82.3% | +40.4% |
| YTD | -12.8% | -44.5% | +31.7% | -5.3% |
| 1Y | +4.9% | -50.4% | +55.3% | +14.5% |
| All | +334.9% | +11.7% | +323.2% | +359.6% |
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