+55.7%
DTE vs EPAM
-36.8%
+92.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | +1.8% | +9.1% | -7.2% | +1.9% |
| 30D | +9.0% | +38.5% | -29.5% | +9.0% |
| 3M | -0.2% | +61.0% | -61.1% | -0.3% |
| 6M | +0.1% | +58.0% | -57.9% | 0.0% |
| YTD | +10.0% | -23.5% | +33.4% | +10.9% |
| 1Y | +4.7% | -10.5% | +15.2% | +4.9% |
| 3Y | +55.7% | -33.8% | +89.5% | +48.5% |
| All | +55.7% | -36.8% | +92.4% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling