+73.5%
USO vs EPAM
+163.7%
-90.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.8% |
| 7D | -9.1% | +9.1% | -18.1% | -9.6% |
| 30D | -3.7% | +38.5% | -42.2% | -5.5% |
| 3M | +20.9% | +61.0% | -40.0% | +17.7% |
| 6M | +6.8% | +58.0% | -51.2% | +3.7% |
| YTD | +106.3% | -23.5% | +129.7% | +108.7% |
| 1Y | +100.2% | -10.5% | +110.7% | +100.3% |
| 3Y | +103.1% | -33.8% | +136.9% | +104.3% |
| 5Y | +146.1% | -78.1% | +224.2% | +177.5% |
| 10Y | +73.5% | +157.7% | -84.2% | +55.5% |
| All | +73.5% | +163.7% | -90.2% | +55.5% |
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