+47.0%
RBA vs EPAM
-81.9%
+128.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | -12.3% | +6.5% | -18.8% | -13.2% |
| 3M | -20.5% | +19.9% | -40.5% | -22.7% |
| 6M | -18.5% | -16.9% | -1.6% | -17.2% |
| YTD | -18.2% | -42.9% | +24.6% | -13.3% |
| 1Y | -27.5% | -30.4% | +2.9% | -25.0% |
| 3Y | +38.1% | -54.7% | +92.8% | +46.6% |
| All | +47.0% | -81.9% | +128.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling