-24.3%
RBLX vs EPAM
-54.1%
+29.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | +6.7% | +18.5% | -11.8% | -1.3% |
| 30D | +6.1% | +44.0% | -37.9% | -9.5% |
| 3M | +45.3% | +63.0% | -17.7% | +17.8% |
| 6M | +27.4% | +67.3% | -39.9% | -0.3% |
| YTD | -35.1% | -20.5% | -14.5% | -32.5% |
| 1Y | -49.7% | -9.6% | -40.1% | -50.6% |
| 3Y | +36.9% | -30.8% | +67.8% | +43.0% |
| 5Y | -46.4% | -75.6% | +29.2% | +0.3% |
| All | -24.3% | -54.1% | +29.8% | -30.7% |
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