+359.5%
DRI vs EPAM
+170.1%
+189.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.2% |
| 7D | +2.8% | +13.4% | -10.6% | -0.2% |
| 30D | +13.3% | +47.1% | -33.8% | +4.1% |
| 3M | +8.2% | +71.2% | -63.0% | -3.8% |
| 6M | +17.5% | +48.9% | -31.4% | +6.2% |
| YTD | +26.9% | -22.2% | +49.2% | +30.1% |
| 1Y | +31.6% | -5.2% | +36.7% | +28.8% |
| 3Y | +67.0% | -34.9% | +101.9% | +71.0% |
| 5Y | +72.9% | -77.4% | +150.3% | +116.9% |
| All | +359.5% | +170.1% | +189.4% | +205.8% |
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 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