+7.9%
RDW vs EPAM
-65.6%
+73.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.1% | +7.0% |
| 7D | +9.5% | -0.9% | +10.3% | +9.7% |
| 30D | -17.4% | +18.4% | -35.7% | -21.3% |
| 3M | -39.5% | +19.2% | -58.7% | -43.9% |
| 6M | +31.3% | -21.0% | +52.3% | +37.7% |
| YTD | +47.8% | -43.7% | +91.5% | +71.0% |
| 1Y | +33.8% | -29.9% | +63.7% | +43.7% |
| 3Y | +262.3% | -56.5% | +318.8% | +333.1% |
| 5Y | -5.7% | -81.7% | +76.0% | +33.0% |
| All | +7.9% | -65.6% | +73.5% | +43.9% |
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 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