-62.4%
OUST vs EPAM
-65.4%
+2.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.5% |
| 7D | +5.2% | +2.0% | +3.3% | +4.5% |
| 30D | -19.3% | +6.5% | -25.8% | -22.0% |
| 3M | -22.6% | +19.9% | -42.6% | -30.2% |
| 6M | +62.8% | -16.9% | +79.7% | +68.4% |
| YTD | +68.3% | -42.9% | +111.2% | +101.8% |
| 1Y | +28.5% | -30.4% | +58.9% | +41.2% |
| 3Y | +554.0% | -54.7% | +608.8% | +728.6% |
| 5Y | -56.2% | -81.8% | +25.6% | -24.5% |
| All | -62.4% | -65.4% | +2.9% | -55.8% |
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