+153.2%
RBRK vs EPAM
-51.7%
+204.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.0% | +2.5% |
| 7D | +0.7% | +2.0% | -1.3% | 0.0% |
| 30D | +10.4% | +6.5% | +3.9% | +7.2% |
| 3M | +21.6% | +19.9% | +1.7% | +12.0% |
| 6M | +70.7% | -16.9% | +87.6% | +81.6% |
| YTD | +22.5% | -42.9% | +65.4% | +48.6% |
| 1Y | +8.2% | -30.4% | +38.6% | +22.1% |
| All | +153.2% | -51.7% | +204.9% | +195.9% |
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 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