-12.3%
OWL vs EPAM
-33.7%
+21.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | +0.3% |
| 7D | -4.9% | +13.4% | -18.3% | -8.8% |
| 30D | +7.8% | +47.1% | -39.3% | -4.1% |
| 3M | -12.7% | +71.2% | -83.8% | -25.8% |
| 6M | -2.8% | +48.9% | -51.7% | -15.1% |
| YTD | -30.1% | -22.2% | -7.8% | -25.5% |
| 1Y | -29.1% | -5.2% | -23.9% | -28.5% |
| 3Y | -12.3% | -34.9% | +22.7% | -10.7% |
| All | -12.3% | -33.7% | +21.4% | -10.7% |
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 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