+225.6%
UPRO vs EPAM
-54.6%
+280.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.4% |
| 7D | +0.1% | +2.0% | -1.9% | -0.6% |
| 30D | -0.9% | +6.5% | -7.4% | -3.7% |
| 3M | +1.9% | +19.9% | -18.0% | -6.2% |
| 6M | +33.1% | -16.9% | +50.0% | +41.7% |
| YTD | +31.8% | -42.9% | +74.7% | +63.8% |
| 1Y | +48.3% | -30.4% | +78.7% | +65.6% |
| All | +225.6% | -54.6% | +280.2% | +294.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling