-51.2%
USO vs EPAM
+1,058.6%
-1,109.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -12.1% | +13.4% | -25.5% | -12.9% |
| 30D | +3.1% | +47.1% | -43.9% | +0.6% |
| 3M | +24.9% | +71.2% | -46.3% | +20.6% |
| 6M | +10.8% | +48.9% | -38.1% | +7.5% |
| YTD | +114.6% | -22.2% | +136.8% | +116.7% |
| 1Y | +109.4% | -5.2% | +114.6% | +108.3% |
| 3Y | +98.1% | -34.9% | +133.1% | +99.5% |
| 5Y | +162.4% | -77.4% | +239.8% | +184.7% |
| 10Y | +85.9% | +158.1% | -72.2% | +50.1% |
| All | -51.2% | +1,058.6% | -1,109.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling