-14.5%
OWL vs EPAM
-29.8%
+15.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +7.3% | +41.8% | -34.5% | -3.5% |
| 3M | -16.8% | +63.4% | -80.2% | -28.4% |
| 6M | +4.0% | +72.2% | -68.2% | -13.2% |
| YTD | -29.0% | -20.0% | -9.0% | -24.9% |
| 1Y | -29.7% | -9.0% | -20.6% | -28.2% |
| All | -14.5% | -29.8% | +15.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling