-57.8%
RCAT vs EPAM
-15.2%
-42.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.6% | -9.7% | -10.3% |
| 7D | -18.5% | +0.8% | -19.4% | -18.6% |
| 30D | -37.0% | +24.9% | -61.9% | -37.8% |
| 3M | -54.9% | +22.6% | -77.4% | -55.4% |
| 6M | -63.6% | +24.2% | -87.8% | -63.0% |
| YTD | -49.6% | -33.0% | -16.6% | -41.1% |
| 1Y | -57.8% | -13.3% | -44.5% | -64.5% |
| All | -57.8% | -15.2% | -42.6% | -64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling