-26.0%
RBLX vs EPAM
-53.9%
+27.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +7.9% | -1.1% | +9.0% | +8.2% |
| 30D | +3.9% | +41.8% | -38.0% | -10.9% |
| 3M | +44.7% | +63.4% | -18.7% | +17.2% |
| 6M | +23.8% | +72.2% | -48.4% | -4.2% |
| YTD | -36.5% | -20.0% | -16.5% | -34.2% |
| 1Y | -50.7% | -9.0% | -41.7% | -51.7% |
| 3Y | +33.8% | -30.4% | +64.2% | +39.5% |
| 5Y | -52.2% | -75.6% | +23.4% | -10.5% |
| All | -26.0% | -53.9% | +27.8% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling