-64.1%
OUST vs EPAM
-52.8%
-11.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.9% | +17.9% | +15.2% |
| 7D | +17.0% | +13.4% | +3.6% | +10.5% |
| 30D | -16.5% | +47.1% | -63.6% | -28.3% |
| 3M | -23.7% | +71.2% | -94.8% | -38.7% |
| 6M | +18.4% | +48.9% | -30.6% | -4.2% |
| YTD | +60.8% | -22.2% | +83.0% | +68.9% |
| 1Y | +44.2% | -5.2% | +49.4% | +38.9% |
| 3Y | +668.1% | -34.9% | +703.1% | +731.9% |
| 5Y | -48.8% | -77.4% | +28.6% | -18.8% |
| All | -64.1% | -52.8% | -11.3% | -63.0% |
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