+61.0%
OKE vs EPAM
-30.1%
+91.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +5.4% | +2.4% | +2.9% | +5.1% |
| 30D | -1.3% | +42.3% | -43.7% | -4.7% |
| 3M | -2.0% | +60.7% | -62.7% | -6.7% |
| 6M | +3.4% | +80.5% | -77.1% | -3.5% |
| YTD | +28.2% | -20.4% | +48.5% | +31.9% |
| 1Y | +35.7% | -9.6% | +45.3% | +36.6% |
| 3Y | +61.0% | -30.5% | +91.5% | +61.1% |
| All | +61.0% | -30.1% | +91.1% | +61.1% |
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 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