+425.0%
RBA vs EPAM
+1,105.1%
-680.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -21.0% | -3.6% |
| 7D | +7.3% | +23.0% | -15.7% | +3.5% |
| 30D | +16.9% | +51.6% | -34.6% | +8.9% |
| 3M | -0.5% | +50.8% | -51.3% | -7.6% |
| 6M | -10.4% | +51.1% | -61.5% | -17.3% |
| YTD | -7.2% | -19.1% | +11.9% | -5.8% |
| 1Y | -2.2% | +3.0% | -5.2% | -4.5% |
| 3Y | +43.7% | -31.2% | +74.9% | +45.4% |
| 5Y | +38.7% | -76.5% | +115.2% | +58.2% |
| 10Y | +231.7% | +168.4% | +63.3% | +146.4% |
| All | +425.0% | +1,105.1% | -680.1% | +246.3% |
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