-100.0%
UVXY vs EPAM
+158.4%
-258.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.9% |
| 7D | -26.5% | -1.1% | -25.4% | -27.6% |
| 30D | +8.8% | +41.8% | -33.0% | +40.4% |
| 3M | -14.7% | +63.4% | -78.0% | +26.4% |
| 6M | -51.5% | +72.2% | -123.7% | -25.8% |
| YTD | -51.7% | -20.0% | -31.7% | -64.6% |
| 1Y | -65.7% | -9.0% | -56.6% | -71.0% |
| 3Y | -94.4% | -30.4% | -64.0% | -94.8% |
| 5Y | -99.5% | -75.6% | -23.9% | -99.9% |
| All | -100.0% | +158.4% | -258.4% | -100.0% |
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