+466.2%
DINO vs EPAM
+751.2%
-285.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +5.7% | +2.0% | +3.8% | +5.4% |
| 30D | +27.8% | +6.5% | +21.3% | +26.1% |
| 3M | +45.6% | +19.9% | +25.7% | +40.2% |
| 6M | +88.5% | -16.9% | +105.4% | +92.1% |
| YTD | +134.1% | -42.9% | +177.0% | +152.1% |
| 1Y | +111.1% | -30.4% | +141.5% | +118.9% |
| 3Y | +109.1% | -54.7% | +163.8% | +126.8% |
| 5Y | +307.2% | -81.8% | +389.0% | +383.2% |
| 10Y | +495.9% | +65.5% | +430.5% | +303.2% |
| All | +466.2% | +751.2% | -285.0% | +171.6% |
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