-44.8%
COMP vs UEC
+293.9%
-338.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +1.4% | -6.9% | +8.3% | +3.2% |
| 30D | -13.3% | +7.6% | -21.0% | -15.3% |
| 3M | +41.1% | -18.4% | +59.5% | +45.7% |
| 6M | +17.2% | -23.3% | +40.4% | +22.2% |
| YTD | +5.2% | -1.2% | +6.4% | +2.2% |
| 1Y | +18.9% | +2.3% | +16.6% | +10.3% |
| 3Y | +215.9% | +162.3% | +53.6% | +97.3% |
| 5Y | -31.2% | +287.2% | -318.4% | -61.9% |
| All | -44.8% | +293.9% | -338.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling