+1,083.6%
EPAM vs DAR
+218.5%
+865.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -3.1% | +23.7% | +21.5% |
| 7D | +23.0% | -8.1% | +31.1% | +25.7% |
| 30D | +51.6% | -17.1% | +68.7% | +59.1% |
| 3M | +50.8% | -12.3% | +63.1% | +54.6% |
| 6M | +51.1% | -21.8% | +72.9% | +59.4% |
| YTD | -19.1% | +40.8% | -60.0% | -29.3% |
| 1Y | +3.0% | +57.4% | -54.4% | -13.3% |
| 3Y | -31.2% | +12.1% | -43.3% | -38.8% |
| 5Y | -76.5% | -40.2% | -36.3% | -75.2% |
| 10Y | +168.4% | +280.1% | -111.6% | +47.8% |
| All | +1,083.6% | +218.5% | +865.1% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling