+206.2%
RDDT vs EPAM
-59.2%
+265.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.3% |
| 30D | -0.5% | +6.5% | -7.0% | -3.1% |
| 3M | -16.0% | +19.9% | -35.9% | -22.2% |
| 6M | +4.9% | -16.9% | +21.8% | +10.4% |
| YTD | -32.8% | -42.9% | +10.1% | -19.5% |
| 1Y | -33.5% | -30.4% | -3.1% | -26.2% |
| All | +206.2% | -59.2% | +265.4% | +268.4% |
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 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