-99.6%
RCAT vs EPAM
+163.7%
-263.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.6% | +12.9% | +11.9% |
| 7D | +1.1% | +9.1% | -7.9% | -3.9% |
| 30D | -22.0% | +38.5% | -60.5% | -32.2% |
| 3M | -51.1% | +61.0% | -112.1% | -59.9% |
| 6M | -56.6% | +58.0% | -114.6% | -65.2% |
| YTD | -43.3% | -23.5% | -19.8% | -41.4% |
| 1Y | -51.5% | -10.5% | -41.0% | -52.8% |
| 3Y | +411.4% | -33.8% | +445.2% | +430.3% |
| 5Y | +74.4% | -78.1% | +152.5% | +156.0% |
| 10Y | -99.6% | +157.7% | -257.3% | -99.6% |
| All | -99.6% | +163.7% | -263.3% | -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