-39.5%
DKS vs EPAM
-32.1%
-7.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.8% |
| 7D | -0.4% | -0.9% | +0.4% | -0.4% |
| 30D | -36.6% | +18.4% | -55.0% | -36.9% |
| 3M | -37.6% | +19.2% | -56.8% | -38.0% |
| 6M | -32.1% | -21.0% | -11.1% | -30.3% |
| YTD | -32.3% | -43.7% | +11.4% | -27.3% |
| 1Y | -39.5% | -29.9% | -9.6% | -40.8% |
| All | -39.5% | -32.1% | -7.4% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling