+682.0%
DRI vs EPAM
+751.2%
-69.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.1% |
| 7D | +0.6% | +2.0% | -1.4% | +0.2% |
| 30D | +3.8% | +6.5% | -2.7% | +2.2% |
| 3M | +13.0% | +19.9% | -6.9% | +8.1% |
| 6M | +8.3% | -16.9% | +25.2% | +10.8% |
| YTD | +20.6% | -42.9% | +63.5% | +31.2% |
| 1Y | +6.5% | -30.4% | +36.8% | +10.9% |
| 3Y | +53.7% | -54.7% | +108.4% | +68.9% |
| 5Y | +72.7% | -81.8% | +154.5% | +111.2% |
| 10Y | +363.2% | +65.5% | +297.7% | +256.4% |
| All | +682.0% | +751.2% | -69.2% | +413.9% |
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