+208.2%
DLTR vs EPAM
+751.2%
-543.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | +2.1% | +6.5% | -4.5% | +0.9% |
| 3M | +20.3% | +19.9% | +0.3% | +16.5% |
| 6M | +11.5% | -16.9% | +28.4% | +13.4% |
| YTD | +6.8% | -42.9% | +49.7% | +13.7% |
| 1Y | +31.1% | -30.4% | +61.5% | +35.3% |
| 3Y | +10.7% | -54.7% | +65.4% | +18.6% |
| 5Y | +41.6% | -81.8% | +123.4% | +64.0% |
| 10Y | +58.1% | +65.5% | -7.3% | +25.6% |
| All | +208.2% | +751.2% | -543.0% | +108.8% |
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