+214.2%
RDW vs EPAM
-30.1%
+244.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.7% |
| 7D | +7.2% | +2.4% | +4.8% | +6.9% |
| 30D | -10.3% | +42.3% | -52.7% | -16.4% |
| 3M | -41.4% | +60.7% | -102.1% | -47.1% |
| 6M | -32.5% | +80.5% | -113.0% | -43.1% |
| YTD | +1.7% | -20.4% | +22.1% | +15.7% |
| 1Y | +39.0% | -9.6% | +48.6% | +50.6% |
| 3Y | +214.2% | -30.5% | +244.7% | +246.6% |
| All | +214.2% | -30.1% | +244.3% | +246.6% |
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