-62.0%
DKNG vs EPAM
-82.0%
+19.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -2.0% | -4.5% | +2.5% | -0.5% |
| 30D | -6.4% | +14.6% | -21.1% | -10.5% |
| 3M | -17.6% | +23.1% | -40.7% | -23.9% |
| 6M | -5.7% | -19.5% | +13.8% | -0.7% |
| YTD | -31.2% | -44.1% | +12.9% | -19.4% |
| 1Y | -48.1% | -25.2% | -22.9% | -44.8% |
| 3Y | -25.6% | -56.8% | +31.3% | -9.6% |
| 5Y | -62.0% | -81.7% | +19.7% | -46.2% |
| All | -62.0% | -82.0% | +19.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling