-9.4%
DASH vs EPAM
-77.2%
+67.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +20.6% | -30.0% | -15.7% |
| 7D | +0.5% | +23.0% | -22.5% | -7.1% |
| 30D | -7.1% | +51.6% | -58.7% | -20.0% |
| 3M | -13.2% | +50.8% | -64.0% | -26.0% |
| 6M | +8.3% | +51.1% | -42.8% | -8.7% |
| YTD | -20.6% | -19.1% | -1.4% | -18.1% |
| 1Y | -24.4% | +3.0% | -27.4% | -28.5% |
| 3Y | +94.5% | -31.2% | +125.7% | +98.7% |
| 5Y | -9.4% | -76.5% | +67.1% | +17.0% |
| All | -9.4% | -77.2% | +67.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling