+2.0%
RDW vs EPAM
-64.8%
+66.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -3.1% |
| 7D | +0.9% | +0.7% | +0.1% | +0.6% |
| 30D | -21.3% | +17.6% | -38.8% | -24.9% |
| 3M | -37.9% | +27.1% | -65.0% | -43.4% |
| 6M | +12.3% | -17.0% | +29.2% | +15.9% |
| YTD | +39.7% | -42.4% | +82.2% | +60.7% |
| 1Y | +25.7% | -25.3% | +51.0% | +32.5% |
| 3Y | +230.8% | -55.7% | +286.6% | +293.5% |
| 5Y | -8.8% | -81.2% | +72.4% | +27.9% |
| All | +2.0% | -64.8% | +66.8% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling