+28.5%
OWL vs EPAM
-51.4%
+79.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.0% |
| 7D | -2.4% | +9.1% | -11.4% | -5.6% |
| 30D | +9.3% | +38.5% | -29.2% | -1.2% |
| 3M | -11.0% | +61.0% | -71.9% | -23.0% |
| 6M | +2.4% | +58.0% | -55.6% | -12.2% |
| YTD | -26.2% | -23.5% | -2.7% | -22.7% |
| 1Y | -27.4% | -10.5% | -16.9% | -27.2% |
| 3Y | -8.7% | -33.8% | +25.1% | -5.0% |
| 5Y | -19.3% | -78.1% | +58.8% | +0.9% |
| All | +28.5% | -51.4% | +79.9% | +29.7% |
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