+134.2%
RBRK vs EPAM
-51.4%
+185.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.6% |
| 7D | -7.5% | +0.7% | -8.2% | -7.8% |
| 30D | -10.4% | +17.6% | -28.0% | -15.5% |
| 3M | +21.3% | +27.1% | -5.8% | +9.1% |
| 6M | +50.6% | -17.0% | +67.6% | +60.3% |
| YTD | +13.3% | -42.4% | +55.7% | +37.1% |
| 1Y | +11.2% | -25.3% | +36.5% | +21.8% |
| All | +134.2% | -51.4% | +185.6% | +172.9% |
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