+350.7%
DKS vs EPAM
+1,058.6%
-707.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.6% |
| 7D | -2.1% | +13.4% | -15.5% | -5.1% |
| 30D | +7.3% | +47.1% | -39.7% | -1.3% |
| 3M | -28.4% | +71.2% | -99.6% | -36.4% |
| 6M | -36.9% | +48.9% | -85.8% | -43.1% |
| YTD | -27.3% | -22.2% | -5.1% | -25.8% |
| 1Y | -33.2% | -5.2% | -28.1% | -34.7% |
| 3Y | +32.2% | -34.9% | +67.1% | +35.9% |
| 5Y | +22.3% | -77.4% | +99.7% | +44.7% |
| 10Y | +230.5% | +158.1% | +72.4% | +145.1% |
| All | +350.7% | +1,058.6% | -707.9% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling