+66.5%
USO vs EPAM
+65.2%
+1.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +2.9% |
| 7D | +3.6% | -0.9% | +4.5% | +3.6% |
| 30D | +23.8% | +18.4% | +5.4% | +22.6% |
| 3M | +8.1% | +19.2% | -11.2% | +6.7% |
| 6M | +34.3% | -21.0% | +55.2% | +35.8% |
| YTD | +111.1% | -43.7% | +154.9% | +117.6% |
| 1Y | +99.9% | -29.9% | +129.8% | +102.6% |
| 3Y | +86.5% | -56.5% | +143.0% | +92.6% |
| 5Y | +200.5% | -81.7% | +282.2% | +235.4% |
| 10Y | +66.5% | +64.5% | +2.0% | +37.5% |
| All | +66.5% | +65.2% | +1.3% | +37.5% |
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