+236.0%
DKS vs EPAM
+163.7%
+72.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.2% |
| 7D | +3.8% | +9.1% | -5.2% | +1.2% |
| 30D | +8.1% | +38.5% | -30.4% | -0.3% |
| 3M | -28.6% | +61.0% | -89.6% | -36.7% |
| 6M | -33.6% | +58.0% | -91.6% | -41.8% |
| YTD | -23.8% | -23.5% | -0.3% | -21.5% |
| 1Y | -30.7% | -10.5% | -20.2% | -31.4% |
| 3Y | +41.5% | -33.8% | +75.4% | +45.5% |
| 5Y | +23.0% | -78.1% | +101.2% | +56.3% |
| 10Y | +236.0% | +157.7% | +78.3% | +112.9% |
| All | +236.0% | +163.7% | +72.3% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling