+10.5%
COMP vs UEC
-53.3%
+63.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +9.0% |
| 7D | +13.4% | -10.2% | +23.7% | +16.0% |
| 30D | +11.1% | -26.9% | +38.0% | +18.7% |
| 3M | -18.8% | -35.7% | +16.8% | -11.5% |
| 6M | +10.5% | -56.1% | +66.6% | +33.1% |
| All | +10.5% | -53.3% | +63.8% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling