+32.2%
DKS vs EPAM
-33.7%
+65.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | -2.1% | +13.4% | -15.5% | -4.3% |
| 30D | +7.3% | +47.1% | -39.7% | +0.2% |
| 3M | -28.4% | +71.2% | -99.6% | -35.2% |
| 6M | -36.9% | +48.9% | -85.8% | -41.9% |
| YTD | -27.3% | -22.2% | -5.1% | -22.7% |
| 1Y | -33.2% | -5.2% | -28.1% | -32.9% |
| 3Y | +32.2% | -34.9% | +67.1% | +30.7% |
| All | +32.2% | -33.7% | +65.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling