+3.7%
DUOL vs EPAM
-79.4%
+83.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.7% |
| 7D | -11.8% | -2.2% | -9.6% | -11.1% |
| 30D | +1.5% | +17.8% | -16.3% | -3.7% |
| 3M | +18.1% | +19.9% | -1.8% | +11.0% |
| 6M | +38.7% | -21.6% | +60.2% | +48.1% |
| YTD | -20.7% | -44.0% | +23.4% | -6.9% |
| 1Y | -49.1% | -30.5% | -18.6% | -44.7% |
| 3Y | -11.0% | -56.8% | +45.7% | +8.6% |
| 5Y | -18.0% | -81.7% | +63.7% | +20.4% |
| All | +3.7% | -79.4% | +83.1% | +47.2% |
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