-100.0%
RCAT vs EPAM
+1,105.1%
-1,205.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +20.6% | -35.5% | -22.7% |
| 7D | -32.6% | +23.0% | -55.6% | -39.4% |
| 30D | -46.3% | +51.6% | -97.9% | -55.8% |
| 3M | -60.7% | +50.8% | -111.5% | -68.0% |
| 6M | -67.4% | +51.1% | -118.5% | -74.1% |
| YTD | -57.1% | -19.1% | -37.9% | -56.8% |
| 1Y | -63.8% | +3.0% | -66.8% | -67.2% |
| 3Y | +268.1% | -31.2% | +299.3% | +275.7% |
| 5Y | +25.2% | -76.5% | +101.7% | +72.9% |
| 10Y | -99.7% | +168.4% | -268.1% | -99.9% |
| All | -100.0% | +1,105.1% | -1,205.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling