+95.2%
RDDT vs EPAM
-43.1%
+138.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | -33.7% | +42.3% | -76.1% | -41.3% |
| 3M | -37.7% | +60.7% | -98.4% | -47.2% |
| 6M | -36.1% | +80.5% | -116.6% | -49.0% |
| YTD | -57.2% | -20.4% | -36.8% | -54.3% |
| 1Y | -48.0% | -9.6% | -38.4% | -47.2% |
| All | +95.2% | -43.1% | +138.3% | +109.0% |
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