+84.4%
USO vs EPAM
+157.4%
-73.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.9% | +2.4% | -4.3% | -2.0% |
| 30D | -5.2% | +42.3% | -47.5% | -7.1% |
| 3M | +16.4% | +60.7% | -44.2% | +13.3% |
| 6M | +2.5% | +80.5% | -78.0% | -1.3% |
| YTD | +110.5% | -20.4% | +130.9% | +112.6% |
| 1Y | +108.4% | -9.6% | +118.0% | +108.5% |
| 3Y | +99.6% | -30.5% | +130.1% | +100.3% |
| 5Y | +160.1% | -75.7% | +235.8% | +189.0% |
| All | +84.4% | +157.4% | -73.0% | +58.3% |
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