-36.4%
DKNG vs EPAM
-8.3%
-28.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.1% | +2.4% | -0.4% | +1.3% |
| 30D | -0.1% | +42.3% | -42.4% | -9.4% |
| 3M | -25.7% | +60.7% | -86.3% | -34.7% |
| 6M | -24.5% | +80.5% | -105.0% | -36.2% |
| YTD | -45.2% | -20.4% | -24.8% | -44.3% |
| 1Y | -36.4% | -9.6% | -26.8% | -37.0% |
| All | -36.4% | -8.3% | -28.1% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling