+227.0%
DKS vs EPAM
+156.9%
+70.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.3% | +18.5% | -17.2% | -3.1% |
| 30D | +8.9% | +44.0% | -35.1% | -0.5% |
| 3M | -26.4% | +63.0% | -89.3% | -34.8% |
| 6M | -31.1% | +67.3% | -98.3% | -40.3% |
| YTD | -22.8% | -20.5% | -2.3% | -21.1% |
| 1Y | -29.5% | -9.6% | -19.9% | -30.3% |
| 3Y | +42.8% | -30.8% | +73.6% | +45.4% |
| 5Y | +29.2% | -75.6% | +104.8% | +58.9% |
| All | +227.0% | +156.9% | +70.1% | +103.4% |
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