+150.2%
DTE vs EPAM
+157.4%
-7.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | +8.9% | +42.3% | -33.4% | +5.5% |
| 3M | +1.1% | +60.7% | -59.6% | -3.2% |
| 6M | +0.1% | +80.5% | -80.4% | -5.6% |
| YTD | +11.1% | -20.4% | +31.4% | +12.2% |
| 1Y | +4.9% | -9.6% | +14.5% | +4.6% |
| 3Y | +58.6% | -30.5% | +89.0% | +59.2% |
| 5Y | +47.3% | -75.7% | +123.0% | +66.2% |
| All | +150.2% | +157.4% | -7.2% | +93.9% |
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 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