+44.7%
RBA vs EPAM
-75.8%
+120.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.5% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | +6.8% | +41.8% | -35.0% | +2.0% |
| 3M | +9.5% | +63.4% | -53.9% | +2.5% |
| 6M | -8.2% | +72.2% | -80.4% | -15.0% |
| YTD | -7.7% | -20.0% | +12.3% | -6.6% |
| 1Y | -6.9% | -9.0% | +2.1% | -7.1% |
| 3Y | +61.6% | -30.4% | +92.0% | +62.5% |
| 5Y | +44.7% | -75.6% | +120.3% | +58.0% |
| All | +44.7% | -75.8% | +120.5% | +58.0% |
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