-49.3%
COMP vs UEC
+136.2%
-185.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.8% | +3.9% | +9.1% |
| 7D | +13.4% | -10.2% | +23.7% | +16.4% |
| 30D | +11.1% | -26.9% | +38.0% | +19.6% |
| 3M | -18.8% | -35.7% | +16.8% | -10.6% |
| 6M | +10.5% | -56.1% | +66.6% | +31.6% |
| YTD | -3.4% | -40.8% | +37.3% | +5.7% |
| 1Y | +19.7% | -43.4% | +63.1% | +31.1% |
| 3Y | +381.6% | +25.4% | +356.2% | +267.2% |
| 5Y | -17.6% | +51.1% | -68.7% | -47.1% |
| All | -49.3% | +136.2% | -185.5% | -68.7% |
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