+30.8%
RIO vs EPAM
-15.2%
+46.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.6% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | -11.6% | +24.9% | -36.5% | -12.4% |
| 3M | -12.7% | +22.6% | -35.3% | -13.6% |
| 6M | -12.4% | +24.2% | -36.6% | -12.6% |
| YTD | +11.0% | -33.0% | +44.0% | +14.7% |
| 1Y | +30.8% | -13.3% | +44.2% | +27.5% |
| All | +30.8% | -15.2% | +46.0% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling