+19.1%
OUST vs EPAM
+21.8%
-2.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.6% | +16.3% | +15.3% |
| 7D | -0.2% | +0.8% | -1.0% | +0.8% |
| 30D | -24.0% | +24.9% | -48.9% | -11.7% |
| 3M | -29.9% | +22.6% | -52.5% | -18.2% |
| 6M | +19.1% | +24.2% | -5.0% | +52.9% |
| All | +19.1% | +21.8% | -2.6% | +52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling