+180.9%
RCAT vs EPAM
-81.9%
+262.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | -1.4% | +2.0% | -3.4% | -1.8% |
| 30D | -3.3% | +6.5% | -9.9% | -5.1% |
| 3M | -43.2% | +19.9% | -63.1% | -46.2% |
| 6M | -43.2% | -16.9% | -26.2% | -41.5% |
| YTD | +5.5% | -42.9% | +48.4% | +18.0% |
| 1Y | -1.6% | -30.4% | +28.7% | +4.7% |
| 3Y | +773.7% | -54.7% | +828.4% | +888.2% |
| All | +180.9% | -81.9% | +262.8% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling