+400.4%
DTE vs EPAM
+1,084.1%
-683.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +1.6% | +18.5% | -17.0% | +0.1% |
| 30D | +9.1% | +44.0% | -34.9% | +5.9% |
| 3M | +2.4% | +63.0% | -60.6% | -1.7% |
| 6M | -0.2% | +67.3% | -67.5% | -4.9% |
| YTD | +11.0% | -20.5% | +31.6% | +11.9% |
| 1Y | +3.4% | -9.6% | +13.0% | +3.0% |
| 3Y | +57.1% | -30.8% | +87.9% | +57.6% |
| 5Y | +46.6% | -75.6% | +122.2% | +58.1% |
| 10Y | +151.3% | +159.6% | -8.3% | +108.2% |
| All | +400.4% | +1,084.1% | -683.7% | +278.4% |
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