-51.0%
UVXY vs EPAM
+74.1%
-125.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | -22.1% | +2.4% | -24.5% | -23.1% |
| 30D | +8.2% | +42.3% | -34.1% | -2.3% |
| 3M | -12.3% | +60.7% | -73.0% | -22.9% |
| 6M | -51.0% | +80.5% | -131.5% | -58.5% |
| All | -51.0% | +74.1% | -125.1% | -58.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling