-35.9%
RBLX vs EPAM
-67.7%
+31.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +8.0% | -2.2% | +10.2% | +8.9% |
| 30D | +20.2% | +17.8% | +2.4% | +12.6% |
| 3M | +3.5% | +19.9% | -16.4% | -5.8% |
| 6M | -28.9% | -21.6% | -7.3% | -23.3% |
| YTD | -45.1% | -44.0% | -1.0% | -33.3% |
| 1Y | -66.2% | -30.5% | -35.7% | -62.8% |
| 3Y | +53.5% | -56.8% | +110.2% | +96.7% |
| 5Y | -48.4% | -81.7% | +33.3% | +10.0% |
| All | -35.9% | -67.7% | +31.8% | -31.5% |
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