+144.5%
DTE vs EPAM
+63.0%
+81.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -0.5% | +17.8% | -18.3% | -2.0% |
| 3M | -6.0% | +19.9% | -25.9% | -7.9% |
| 6M | -7.2% | -21.6% | +14.4% | -5.7% |
| YTD | +7.2% | -44.0% | +51.2% | +11.8% |
| 1Y | +4.1% | -30.5% | +34.6% | +6.0% |
| 3Y | +46.9% | -56.8% | +103.6% | +54.2% |
| 5Y | +32.9% | -81.7% | +114.6% | +51.6% |
| 10Y | +144.5% | +68.4% | +76.1% | +96.5% |
| All | +144.5% | +63.0% | +81.5% | +96.5% |
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