+224.7%
RBA vs EPAM
+163.7%
+61.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.7% |
| 7D | +2.5% | +9.1% | -6.5% | +0.6% |
| 30D | +11.6% | +38.5% | -26.9% | +4.9% |
| 3M | +1.5% | +61.0% | -59.4% | -7.2% |
| 6M | -6.6% | +58.0% | -64.7% | -15.1% |
| YTD | -6.3% | -23.5% | +17.2% | -3.7% |
| 1Y | -4.0% | -10.5% | +6.6% | -4.0% |
| 3Y | +47.3% | -33.8% | +81.1% | +50.1% |
| 5Y | +47.7% | -78.1% | +125.8% | +79.7% |
| 10Y | +224.7% | +157.7% | +67.0% | +100.6% |
| All | +224.7% | +163.7% | +61.0% | +100.6% |
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