-50.9%
RCAT vs EPAM
-11.8%
-39.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.6% | +12.9% | +11.2% |
| 7D | +1.1% | +9.1% | -7.9% | +2.6% |
| 30D | -22.0% | +38.5% | -60.5% | -22.0% |
| 3M | -51.1% | +61.0% | -112.1% | -51.5% |
| 6M | -56.6% | +58.0% | -114.6% | -56.2% |
| YTD | -43.3% | -23.5% | -19.8% | -32.0% |
| All | -50.9% | -11.8% | -39.1% | -58.2% |
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