+340.1%
DLR vs EPAM
+1,058.6%
-718.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.3% |
| 7D | -3.6% | +13.4% | -17.0% | -5.9% |
| 30D | -3.5% | +47.1% | -50.5% | -9.6% |
| 3M | -8.9% | +71.2% | -80.1% | -17.0% |
| 6M | -11.6% | +48.9% | -60.5% | -18.4% |
| YTD | +14.9% | -22.2% | +37.1% | +16.7% |
| 1Y | +6.4% | -5.2% | +11.6% | +4.4% |
| 3Y | +47.3% | -34.9% | +82.2% | +49.4% |
| 5Y | +32.8% | -77.4% | +110.2% | +53.0% |
| 10Y | +169.6% | +158.1% | +11.5% | +109.2% |
| All | +340.1% | +1,058.6% | -718.5% | +195.7% |
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 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