+1,067.6%
UPRO vs EPAM
+170.1%
+897.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +3.0% |
| 7D | -8.7% | +13.4% | -22.1% | -18.1% |
| 30D | -16.9% | +47.1% | -64.0% | -36.5% |
| 3M | -15.3% | +71.2% | -86.4% | -41.5% |
| 6M | -5.7% | +48.9% | -54.6% | -32.9% |
| YTD | +12.1% | -22.2% | +34.3% | +15.1% |
| 1Y | +16.4% | -5.2% | +21.6% | +4.8% |
| 3Y | +210.5% | -34.9% | +245.5% | +226.3% |
| 5Y | +82.4% | -77.4% | +159.8% | +260.0% |
| All | +1,067.6% | +170.1% | +897.5% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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