+118.1%
DAL vs EPAM
+180.9%
-62.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +20.6% | -25.0% | -9.6% |
| 7D | +4.6% | +23.0% | -18.5% | -1.8% |
| 30D | +2.3% | +51.6% | -49.3% | -9.3% |
| 3M | -8.1% | +50.8% | -58.9% | -19.1% |
| 6M | +21.4% | +51.1% | -29.7% | +5.6% |
| YTD | +24.3% | -19.1% | +43.4% | +27.1% |
| 1Y | +47.4% | +3.0% | +44.4% | +40.6% |
| 3Y | +164.6% | -31.2% | +195.8% | +170.5% |
| 5Y | +100.2% | -76.5% | +176.7% | +152.9% |
| All | +118.1% | +180.9% | -62.8% | +11.8% |
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