+495.4%
OKE vs EPAM
+751.2%
-255.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | +0.1% |
| 7D | +0.7% | +2.0% | -1.2% | +0.4% |
| 30D | +9.4% | +6.5% | +2.9% | +7.8% |
| 3M | +8.6% | +19.9% | -11.4% | +4.3% |
| 6M | +15.3% | -16.9% | +32.2% | +17.6% |
| YTD | +34.8% | -42.9% | +77.7% | +45.5% |
| 1Y | +35.3% | -30.4% | +65.6% | +40.4% |
| 3Y | +69.5% | -54.7% | +124.2% | +84.4% |
| 5Y | +135.2% | -81.8% | +217.0% | +185.0% |
| 10Y | +261.7% | +65.5% | +196.3% | +164.9% |
| All | +495.4% | +751.2% | -255.8% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling