+255.2%
OKE vs EPAM
+69.2%
+185.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | 0.0% | -4.5% | +4.4% | +0.8% |
| 30D | +4.6% | +14.6% | -10.0% | +2.0% |
| 3M | +6.9% | +23.1% | -16.1% | +2.1% |
| 6M | +15.8% | -19.5% | +35.2% | +18.9% |
| YTD | +35.2% | -44.1% | +79.3% | +47.1% |
| 1Y | +37.6% | -25.2% | +62.8% | +41.1% |
| 3Y | +72.0% | -56.8% | +128.9% | +89.5% |
| 5Y | +139.0% | -81.7% | +220.7% | +202.6% |
| All | +255.2% | +69.2% | +185.9% | +129.1% |
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