+45.6%
DKS vs EPAM
-30.1%
+75.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +6.3% | +2.4% | +3.9% | +5.9% |
| 30D | +9.3% | +42.3% | -33.0% | +2.7% |
| 3M | -25.3% | +60.7% | -85.9% | -31.5% |
| 6M | -29.2% | +80.5% | -109.7% | -37.5% |
| YTD | -22.7% | -20.4% | -2.4% | -18.1% |
| 1Y | -30.1% | -9.6% | -20.5% | -28.6% |
| 3Y | +45.6% | -30.5% | +76.1% | +42.2% |
| All | +45.6% | -30.1% | +75.7% | +42.2% |
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