-46.3%
RBLX vs EPAM
-81.7%
+35.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +4.1% |
| 7D | +10.2% | -0.9% | +11.1% | +10.5% |
| 30D | +18.6% | +18.4% | +0.3% | +11.0% |
| 3M | +6.0% | +19.2% | -13.3% | -3.3% |
| 6M | -29.5% | -21.0% | -8.5% | -24.1% |
| YTD | -44.7% | -43.7% | -1.0% | -33.1% |
| 1Y | -65.1% | -29.9% | -35.2% | -61.8% |
| 3Y | +54.5% | -56.5% | +111.0% | +97.4% |
| 5Y | -46.3% | -81.7% | +35.3% | +20.6% |
| All | -46.3% | -81.7% | +35.4% | +20.6% |
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