+207.6%
DLTR vs EPAM
+1,058.6%
-851.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.1% | -4.4% |
| 7D | -2.0% | +13.4% | -15.4% | -4.1% |
| 30D | +12.8% | +47.1% | -34.3% | +6.5% |
| 3M | +1.1% | +71.2% | -70.0% | -6.6% |
| 6M | +35.9% | +48.9% | -13.0% | +26.9% |
| YTD | +6.6% | -22.2% | +28.9% | +8.2% |
| 1Y | +28.6% | -5.2% | +33.8% | +26.8% |
| 3Y | +14.0% | -34.9% | +49.0% | +15.8% |
| 5Y | +19.2% | -77.4% | +96.6% | +34.2% |
| 10Y | +78.1% | +158.1% | -79.9% | +33.1% |
| All | +207.6% | +1,058.6% | -851.1% | +98.7% |
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