+192.6%
DKS vs EPAM
+65.2%
+127.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | -0.4% | -0.9% | +0.4% | -0.2% |
| 30D | -36.6% | +18.4% | -55.0% | -39.1% |
| 3M | -37.6% | +19.2% | -56.8% | -40.8% |
| 6M | -32.1% | -21.0% | -11.1% | -29.4% |
| YTD | -32.3% | -43.7% | +11.4% | -24.5% |
| 1Y | -39.5% | -29.9% | -9.6% | -36.3% |
| 3Y | +27.7% | -56.5% | +84.2% | +46.0% |
| 5Y | +15.0% | -81.7% | +96.7% | +51.0% |
| 10Y | +192.6% | +64.5% | +128.1% | +105.1% |
| All | +192.6% | +65.2% | +127.4% | +105.1% |
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