+383.1%
DTE vs EPAM
+751.2%
-368.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.5% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | -2.6% | +6.5% | -9.1% | -3.2% |
| 3M | -3.9% | +19.9% | -23.8% | -5.6% |
| 6M | -7.9% | -16.9% | +9.0% | -7.0% |
| YTD | +7.2% | -42.9% | +50.1% | +11.1% |
| 1Y | +3.1% | -30.4% | +33.5% | +4.9% |
| 3Y | +47.6% | -54.7% | +102.3% | +53.5% |
| 5Y | +32.7% | -81.8% | +114.5% | +46.2% |
| 10Y | +138.8% | +65.5% | +73.3% | +104.8% |
| All | +383.1% | +751.2% | -368.1% | +275.7% |
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