-65.4%
OUST vs EPAM
-59.3%
-6.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -0.6% | +16.3% | +15.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.8% |
| 30D | -24.0% | +24.9% | -48.9% | -30.1% |
| 3M | -29.9% | +22.6% | -52.5% | -36.3% |
| 6M | +19.1% | +24.2% | -5.0% | +4.1% |
| YTD | +55.0% | -33.0% | +87.9% | +73.4% |
| 1Y | +21.2% | -13.3% | +34.5% | +20.9% |
| 3Y | +626.0% | -42.9% | +668.9% | +730.8% |
| 5Y | -51.6% | -80.8% | +29.2% | -17.7% |
| All | -65.4% | -59.3% | -6.1% | -62.0% |
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 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