+72.9%
OKE vs EPAM
-57.0%
+129.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +6.1% | +17.8% | -11.7% | +4.1% |
| 3M | +10.4% | +19.9% | -9.4% | +7.6% |
| 6M | +14.2% | -21.6% | +35.7% | +17.4% |
| YTD | +35.3% | -44.0% | +79.4% | +44.8% |
| 1Y | +40.6% | -30.5% | +71.1% | +44.5% |
| All | +72.9% | -57.0% | +129.9% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling