-99.7%
RCAT vs EPAM
+165.6%
-265.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +7.2% | +18.5% | -11.3% | -0.9% |
| 30D | -20.4% | +44.0% | -64.4% | -31.7% |
| 3M | -59.8% | +63.0% | -122.7% | -67.1% |
| 6M | -61.9% | +67.3% | -129.1% | -69.9% |
| YTD | -45.9% | -20.5% | -25.4% | -44.9% |
| 1Y | -50.5% | -9.6% | -40.9% | -52.0% |
| 3Y | +387.5% | -30.8% | +418.3% | +397.6% |
| 5Y | +70.9% | -75.6% | +146.5% | +136.4% |
| 10Y | -99.7% | +159.6% | -259.3% | -99.6% |
| All | -99.7% | +165.6% | -265.3% | -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