+888.8%
DECK vs EPAM
+180.9%
+707.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +20.6% | -22.2% | -6.9% |
| 7D | +6.0% | +23.0% | -17.0% | -0.3% |
| 30D | +7.4% | +51.6% | -44.1% | -4.6% |
| 3M | -11.7% | +50.8% | -62.5% | -22.0% |
| 6M | -11.0% | +51.1% | -62.1% | -22.2% |
| YTD | -15.4% | -19.1% | +3.8% | -13.6% |
| 1Y | +7.2% | +3.0% | +4.3% | +2.0% |
| 3Y | -11.8% | -31.2% | +19.3% | -9.8% |
| 5Y | +24.3% | -76.5% | +100.8% | +62.1% |
| All | +888.8% | +180.9% | +707.9% | +566.4% |
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