+238.6%
RDW vs EPAM
-57.1%
+295.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.8% | -4.5% | +9.3% | +5.9% |
| 30D | -19.5% | +14.6% | -34.2% | -22.4% |
| 3M | -26.9% | +23.1% | -50.0% | -32.6% |
| 6M | +17.8% | -19.5% | +37.2% | +26.8% |
| YTD | +43.0% | -44.1% | +87.1% | +76.1% |
| 1Y | +32.1% | -25.2% | +57.3% | +43.4% |
| All | +238.6% | -57.1% | +295.7% | +340.9% |
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