-25.6%
DKNG vs EPAM
-57.0%
+31.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -2.3% | -2.2% | -0.1% | -1.6% |
| 30D | -2.5% | +17.8% | -20.3% | -7.3% |
| 3M | -14.2% | +19.9% | -34.1% | -20.1% |
| 6M | -6.0% | -21.6% | +15.6% | -0.1% |
| YTD | -31.3% | -44.0% | +12.7% | -19.6% |
| 1Y | -48.5% | -30.5% | -18.0% | -44.1% |
| All | -25.6% | -57.0% | +31.5% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling