+145.0%
DKNG vs EPAM
-40.7%
+185.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | +0.1% |
| 7D | -4.9% | +2.0% | -6.9% | -5.7% |
| 30D | +10.3% | +6.5% | +3.8% | +7.0% |
| 3M | -5.4% | +19.9% | -25.3% | -12.8% |
| 6M | -5.6% | -16.9% | +11.4% | -1.1% |
| YTD | -30.3% | -42.9% | +12.5% | -17.3% |
| 1Y | -49.3% | -30.4% | -19.0% | -44.4% |
| 3Y | -19.0% | -54.7% | +35.7% | -0.7% |
| 5Y | -60.7% | -81.8% | +21.2% | -36.5% |
| All | +145.0% | -40.7% | +185.7% | +118.7% |
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