-2.1%
RBA vs EPAM
-4.9%
+2.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -0.7% |
| 7D | +4.3% | +13.4% | -9.1% | +1.8% |
| 30D | +16.3% | +47.1% | -30.8% | +7.7% |
| 3M | +1.3% | +71.2% | -69.9% | -9.3% |
| 6M | -11.1% | +48.9% | -60.0% | -17.6% |
| YTD | -8.5% | -22.2% | +13.8% | -0.6% |
| 1Y | -2.1% | -5.2% | +3.0% | -4.4% |
| All | -2.1% | -4.9% | +2.8% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling