+39.7%
DLR vs EPAM
-76.2%
+115.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -2.0% | +18.5% | -20.6% | -4.2% |
| 30D | +0.5% | +44.0% | -43.5% | -4.1% |
| 3M | -4.4% | +63.0% | -67.4% | -10.5% |
| 6M | -6.4% | +67.3% | -73.7% | -13.3% |
| YTD | +19.5% | -20.5% | +40.0% | +21.5% |
| 1Y | +10.5% | -9.6% | +20.2% | +10.2% |
| 3Y | +54.0% | -30.8% | +84.8% | +55.3% |
| 5Y | +39.7% | -75.6% | +115.3% | +57.4% |
| All | +39.7% | -76.2% | +115.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling