-5.1%
DASH vs EPAM
-49.5%
+44.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +20.6% | -30.0% | -15.9% |
| 7D | +0.5% | +23.0% | -22.5% | -7.3% |
| 30D | -7.1% | +51.6% | -58.7% | -20.2% |
| 3M | -13.2% | +50.8% | -64.0% | -26.2% |
| 6M | +8.3% | +51.1% | -42.8% | -8.9% |
| YTD | -20.6% | -19.1% | -1.4% | -18.1% |
| 1Y | -24.4% | +3.0% | -27.4% | -28.6% |
| 3Y | +94.5% | -31.2% | +125.7% | +98.6% |
| 5Y | -9.4% | -76.5% | +67.1% | +26.1% |
| All | -5.1% | -49.5% | +44.5% | +0.8% |
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