+362.7%
RBA vs EPAM
+751.2%
-388.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -2.9% | +2.0% | -4.9% | -3.2% |
| 30D | -12.3% | +6.5% | -18.8% | -13.4% |
| 3M | -20.5% | +19.9% | -40.5% | -23.3% |
| 6M | -18.5% | -16.9% | -1.6% | -16.9% |
| YTD | -18.2% | -42.9% | +24.6% | -11.7% |
| 1Y | -27.5% | -30.4% | +2.9% | -24.4% |
| 3Y | +38.1% | -54.7% | +92.8% | +50.1% |
| 5Y | +44.8% | -81.8% | +126.6% | +72.1% |
| 10Y | +187.1% | +65.5% | +121.7% | +130.4% |
| All | +362.7% | +751.2% | -388.5% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling