+190.3%
RDDT vs EPAM
-60.0%
+250.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -7.4% | -2.2% | -5.2% | -6.7% |
| 30D | -7.7% | +17.8% | -25.5% | -12.7% |
| 3M | -17.8% | +19.9% | -37.7% | -23.9% |
| 6M | +5.5% | -21.6% | +27.1% | +13.3% |
| YTD | -36.3% | -44.0% | +7.7% | -23.2% |
| 1Y | -39.0% | -30.5% | -8.5% | -32.4% |
| All | +190.3% | -60.0% | +250.4% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling