+341.2%
DKS vs EPAM
+751.2%
-410.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | 0.0% |
| 7D | +3.0% | +2.0% | +1.1% | +2.6% |
| 30D | -30.5% | +6.5% | -37.1% | -31.7% |
| 3M | -35.7% | +19.9% | -55.6% | -38.7% |
| 6M | -29.7% | -16.9% | -12.8% | -28.1% |
| YTD | -28.9% | -42.9% | +14.0% | -22.0% |
| 1Y | -35.9% | -30.4% | -5.5% | -32.8% |
| 3Y | +28.2% | -54.7% | +82.9% | +43.0% |
| 5Y | +11.8% | -81.8% | +93.6% | +39.0% |
| 10Y | +211.6% | +65.5% | +146.2% | +152.4% |
| All | +341.2% | +751.2% | -410.0% | +202.2% |
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 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