+731.2%
DRI vs EPAM
+1,093.7%
-362.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.3% |
| 7D | +4.2% | +18.8% | -14.6% | +0.5% |
| 30D | +15.7% | +44.9% | -29.3% | +7.4% |
| 3M | +5.8% | +68.6% | -62.8% | -4.8% |
| 6M | +18.4% | +65.4% | -47.0% | +5.8% |
| YTD | +28.2% | -19.9% | +48.1% | +30.1% |
| 1Y | +35.9% | -10.0% | +45.9% | +34.7% |
| 3Y | +67.7% | -30.3% | +98.0% | +69.0% |
| 5Y | +77.9% | -75.7% | +153.6% | +105.9% |
| 10Y | +338.7% | +167.2% | +171.5% | +209.2% |
| All | +731.2% | +1,093.7% | -362.5% | +409.6% |
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 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