+162.6%
EPAM vs DAR
+268.8%
-106.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.6% |
| 7D | +13.4% | -9.9% | +23.3% | +16.7% |
| 30D | +47.1% | -16.4% | +63.5% | +54.5% |
| 3M | +71.2% | -17.1% | +88.2% | +79.2% |
| 6M | +48.9% | -20.5% | +69.4% | +56.7% |
| YTD | -22.2% | +39.4% | -61.7% | -32.7% |
| 1Y | -5.2% | +57.2% | -62.4% | -21.4% |
| 3Y | -34.9% | +13.9% | -48.8% | -43.2% |
| 5Y | -77.4% | -40.8% | -36.6% | -75.8% |
| All | +162.6% | +268.8% | -106.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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