+490.1%
DECK vs EPAM
+751.2%
-261.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +3.9% | +2.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.7% |
| 30D | -13.6% | +6.5% | -20.1% | -15.3% |
| 3M | -21.2% | +19.9% | -41.2% | -25.5% |
| 6M | -21.1% | -16.9% | -4.2% | -18.8% |
| YTD | -17.2% | -42.9% | +25.6% | -7.6% |
| 1Y | -30.7% | -30.4% | -0.4% | -26.7% |
| 3Y | -3.4% | -54.7% | +51.4% | +10.0% |
| 5Y | +25.5% | -81.8% | +107.4% | +63.3% |
| 10Y | +714.7% | +65.5% | +649.2% | +528.4% |
| All | +490.1% | +751.2% | -261.1% | +199.6% |
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