+80.3%
DLTR vs EPAM
+158.4%
-78.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.2% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +21.5% | +41.8% | -20.4% | +14.8% |
| 3M | +9.8% | +63.4% | -53.5% | +1.5% |
| 6M | +58.6% | +72.2% | -13.6% | +44.1% |
| YTD | +14.8% | -20.0% | +34.9% | +16.3% |
| 1Y | +33.0% | -9.0% | +42.1% | +32.0% |
| 3Y | +23.8% | -30.4% | +54.2% | +24.7% |
| 5Y | +24.9% | -75.6% | +100.5% | +45.1% |
| All | +80.3% | +158.4% | -78.1% | +9.5% |
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