+921.4%
RCL vs EPAM
+751.2%
+170.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.6% |
| 7D | -5.1% | +2.0% | -7.0% | -5.7% |
| 30D | -19.0% | +6.5% | -25.5% | -21.0% |
| 3M | -9.6% | +19.9% | -29.5% | -15.7% |
| 6M | -6.7% | -16.9% | +10.2% | -3.3% |
| YTD | -3.9% | -42.9% | +39.0% | +10.1% |
| 1Y | -25.1% | -30.4% | +5.3% | -19.6% |
| 3Y | +179.1% | -54.7% | +233.8% | +227.9% |
| 5Y | +243.3% | -81.8% | +325.1% | +379.5% |
| 10Y | +325.8% | +65.5% | +260.3% | +201.7% |
| All | +921.4% | +751.2% | +170.2% | +448.8% |
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