+195.5%
USO vs EPAM
-81.9%
+277.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +9.5% | +2.0% | +7.5% | +9.5% |
| 30D | +23.6% | +6.5% | +17.0% | +23.6% |
| 3M | +3.8% | +19.9% | -16.1% | +4.0% |
| 6M | +55.0% | -16.9% | +72.0% | +55.5% |
| YTD | +105.3% | -42.9% | +148.1% | +106.2% |
| 1Y | +91.4% | -30.4% | +121.7% | +91.8% |
| 3Y | +84.6% | -54.7% | +139.3% | +84.7% |
| All | +195.5% | -81.9% | +277.4% | +215.5% |
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 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