+395.6%
DTE vs EPAM
+1,040.5%
-644.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +1.8% | +9.1% | -7.2% | +1.0% |
| 30D | +9.0% | +38.5% | -29.5% | +6.1% |
| 3M | -0.2% | +61.0% | -61.1% | -4.1% |
| 6M | +0.1% | +58.0% | -57.9% | -4.2% |
| YTD | +10.0% | -23.5% | +33.4% | +11.2% |
| 1Y | +4.7% | -10.5% | +15.2% | +4.3% |
| 3Y | +55.7% | -33.8% | +89.5% | +56.7% |
| 5Y | +45.1% | -78.1% | +123.3% | +58.5% |
| 10Y | +145.1% | +157.7% | -12.6% | +103.3% |
| All | +395.6% | +1,040.5% | -644.9% | +275.8% |
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