+80.9%
UPRO vs EPAM
-77.2%
+158.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +20.6% | -33.8% | -20.2% |
| 7D | -14.4% | +23.0% | -37.4% | -22.1% |
| 30D | -18.2% | +51.6% | -69.8% | -31.4% |
| 3M | -16.4% | +50.8% | -67.2% | -30.6% |
| 6M | -2.6% | +51.1% | -53.8% | -20.9% |
| YTD | +11.1% | -19.1% | +30.3% | +14.5% |
| 1Y | +11.8% | +3.0% | +8.8% | +3.6% |
| 3Y | +209.9% | -31.2% | +241.1% | +223.9% |
| 5Y | +80.9% | -76.5% | +157.4% | +172.8% |
| All | +80.9% | -77.2% | +158.0% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling