-45.1%
OUST vs EPAM
-76.2%
+31.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +14.0% | +18.5% | -4.6% | +6.5% |
| 30D | +2.5% | +44.0% | -41.5% | -10.7% |
| 3M | -15.3% | +63.0% | -78.3% | -30.2% |
| 6M | +42.6% | +67.3% | -24.6% | +10.8% |
| YTD | +76.6% | -20.5% | +97.1% | +85.1% |
| 1Y | +54.1% | -9.6% | +63.7% | +52.7% |
| 3Y | +675.3% | -30.8% | +706.1% | +723.5% |
| 5Y | -45.1% | -75.6% | +30.5% | -22.5% |
| All | -45.1% | -76.2% | +31.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling