-5.2%
DASH vs EPAM
-51.5%
+46.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | +1.1% |
| 7D | +0.4% | +13.4% | -13.0% | -4.9% |
| 30D | -6.0% | +47.1% | -53.1% | -18.6% |
| 3M | -15.8% | +71.2% | -86.9% | -31.0% |
| 6M | +7.0% | +48.9% | -42.0% | -9.7% |
| YTD | -20.7% | -22.2% | +1.6% | -17.3% |
| 1Y | -8.5% | -5.2% | -3.4% | -11.0% |
| 3Y | +101.8% | -34.9% | +136.7% | +110.0% |
| 5Y | -9.6% | -77.4% | +67.8% | +27.5% |
| All | -5.2% | -51.5% | +46.3% | +1.9% |
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