+230.3%
DLTR vs EPAM
+1,093.7%
-863.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.0% | +2.0% |
| 7D | +5.0% | +18.8% | -13.8% | +2.2% |
| 30D | +18.7% | +44.9% | -26.2% | +12.3% |
| 3M | +8.9% | +68.6% | -59.7% | +0.7% |
| 6M | +49.4% | +65.4% | -16.0% | +37.6% |
| YTD | +14.5% | -19.9% | +34.4% | +15.7% |
| 1Y | +32.5% | -10.0% | +42.5% | +31.7% |
| 3Y | +23.4% | -30.3% | +53.7% | +24.1% |
| 5Y | +26.2% | -75.7% | +101.8% | +40.4% |
| 10Y | +82.4% | +167.2% | -84.8% | +35.7% |
| All | +230.3% | +1,093.7% | -863.5% | +112.5% |
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 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