+15.0%
DUOL vs EPAM
-79.0%
+94.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.4% | -2.0% |
| 7D | +5.1% | +2.0% | +3.1% | +4.4% |
| 30D | +14.1% | +6.5% | +7.6% | +11.8% |
| 3M | +41.5% | +19.9% | +21.6% | +32.8% |
| 6M | +60.6% | -16.9% | +77.5% | +68.5% |
| YTD | -12.0% | -42.9% | +30.9% | +2.6% |
| 1Y | -43.4% | -30.4% | -13.0% | -38.5% |
| 3Y | +3.7% | -54.7% | +58.5% | +24.8% |
| 5Y | -5.3% | -81.8% | +76.5% | +39.1% |
| All | +15.0% | -79.0% | +94.0% | +62.2% |
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 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