+750.8%
DAL vs EPAM
+751.2%
-0.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.4% |
| 7D | +0.1% | +2.0% | -1.8% | -0.4% |
| 30D | -13.9% | +6.5% | -20.5% | -15.8% |
| 3M | +1.1% | +19.9% | -18.9% | -4.8% |
| 6M | +26.2% | -16.9% | +43.2% | +29.9% |
| YTD | +16.4% | -42.9% | +59.3% | +30.8% |
| 1Y | +33.9% | -30.4% | +64.2% | +42.4% |
| 3Y | +93.4% | -54.7% | +148.1% | +121.6% |
| 5Y | +106.4% | -81.8% | +188.2% | +168.7% |
| 10Y | +143.0% | +65.5% | +77.5% | +74.2% |
| All | +750.8% | +751.2% | -0.4% | +384.2% |
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