+345.5%
DRI vs EPAM
+163.7%
+181.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +3.1% | +9.1% | -5.9% | +0.8% |
| 30D | +16.2% | +38.5% | -22.2% | +8.2% |
| 3M | +8.4% | +61.0% | -52.6% | -2.5% |
| 6M | +19.0% | +58.0% | -39.0% | +6.2% |
| YTD | +28.8% | -23.5% | +52.3% | +32.4% |
| 1Y | +33.1% | -10.5% | +43.7% | +32.0% |
| 3Y | +70.8% | -33.8% | +104.6% | +74.1% |
| 5Y | +74.2% | -78.1% | +152.4% | +120.7% |
| 10Y | +345.5% | +157.7% | +187.8% | +196.6% |
| All | +345.5% | +163.7% | +181.8% | +196.6% |
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