-68.5%
OUST vs EPAM
-51.0%
-17.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +20.6% | -29.6% | -15.4% |
| 7D | -5.0% | +23.0% | -28.1% | -12.6% |
| 30D | -32.0% | +51.6% | -83.6% | -42.0% |
| 3M | -32.4% | +50.8% | -83.2% | -43.3% |
| 6M | +6.7% | +51.1% | -44.4% | -13.7% |
| YTD | +41.0% | -19.1% | +60.2% | +46.6% |
| 1Y | +18.0% | +3.0% | +15.0% | +10.2% |
| 3Y | +560.6% | -31.2% | +591.8% | +602.7% |
| 5Y | -55.1% | -76.5% | +21.4% | -29.5% |
| All | -68.5% | -51.0% | -17.6% | -67.9% |
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