+45.0%
DLTR vs EPAM
+63.0%
-18.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.0% | -4.5% |
| 7D | -10.2% | -2.2% | -8.1% | -10.0% |
| 30D | -8.5% | +17.8% | -26.3% | -10.8% |
| 3M | +5.6% | +19.9% | -14.3% | +2.0% |
| 6M | +2.2% | -21.6% | +23.8% | +5.1% |
| YTD | -3.8% | -44.0% | +40.3% | +3.3% |
| 1Y | +22.9% | -30.5% | +53.4% | +27.3% |
| 3Y | +2.0% | -56.8% | +58.8% | +10.9% |
| 5Y | +29.8% | -81.7% | +111.5% | +56.0% |
| 10Y | +45.0% | +68.4% | -23.4% | -5.2% |
| All | +45.0% | +63.0% | -18.0% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling