-98.5%
RCAT vs EPAM
+65.3%
-163.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | -3.3% | +6.5% | -9.9% | -6.1% |
| 3M | -43.2% | +19.9% | -63.1% | -48.0% |
| 6M | -43.2% | -16.9% | -26.2% | -41.1% |
| YTD | +5.5% | -42.9% | +48.4% | +23.7% |
| 1Y | -1.6% | -30.4% | +28.7% | +7.0% |
| 3Y | +773.7% | -54.7% | +828.4% | +958.4% |
| 5Y | +187.6% | -81.8% | +269.4% | +335.3% |
| All | -98.5% | +65.3% | -163.8% | -97.3% |
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