-99.6%
RCAT vs EPAM
+168.6%
-268.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.7% | -11.1% | -7.9% |
| 7D | -5.6% | +18.8% | -24.4% | -12.9% |
| 30D | -27.0% | +44.9% | -72.0% | -37.6% |
| 3M | -57.9% | +68.6% | -126.5% | -66.0% |
| 6M | -59.4% | +65.4% | -124.8% | -67.9% |
| YTD | -46.9% | -19.9% | -27.0% | -46.1% |
| 1Y | -54.0% | -10.0% | -44.0% | -55.3% |
| 3Y | +378.4% | -30.3% | +408.7% | +387.0% |
| 5Y | +61.9% | -75.7% | +137.6% | +125.8% |
| 10Y | -99.6% | +167.2% | -266.8% | -99.6% |
| All | -99.6% | +168.6% | -268.3% | -99.6% |
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