+731.3%
DRI vs EPAM
+1,105.1%
-373.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +20.6% | -21.5% | -4.6% |
| 7D | +3.7% | +23.0% | -19.3% | -0.6% |
| 30D | +13.5% | +51.6% | -38.1% | +4.5% |
| 3M | +10.4% | +50.8% | -40.4% | +1.2% |
| 6M | +19.5% | +51.1% | -31.6% | +8.6% |
| YTD | +28.2% | -19.1% | +47.3% | +30.0% |
| 1Y | +31.0% | +3.0% | +28.0% | +26.4% |
| 3Y | +67.1% | -31.2% | +98.2% | +68.8% |
| 5Y | +74.7% | -76.5% | +151.2% | +104.1% |
| 10Y | +376.2% | +168.4% | +207.7% | +235.3% |
| All | +731.3% | +1,105.1% | -373.8% | +408.9% |
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