+23.6%
OWL vs EPAM
-49.4%
+73.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | +2.4% | -0.9% | +0.8% |
| 30D | +13.4% | +42.3% | -28.9% | +1.8% |
| 3M | -21.2% | +60.7% | -81.9% | -31.8% |
| 6M | +4.0% | +80.5% | -76.5% | -14.1% |
| YTD | -29.0% | -20.4% | -8.6% | -26.5% |
| 1Y | -28.4% | -9.6% | -18.8% | -28.4% |
| 3Y | -14.5% | -30.5% | +16.0% | -12.2% |
| 5Y | -21.5% | -75.7% | +54.2% | -4.4% |
| All | +23.6% | -49.4% | +73.0% | +23.4% |
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