+619.2%
RIO vs EPAM
+63.0%
+556.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.0% | -2.2% | +3.1% | +1.3% |
| 30D | +4.0% | +17.8% | -13.7% | +1.4% |
| 3M | +4.5% | +19.9% | -15.4% | +1.0% |
| 6M | +17.3% | -21.6% | +38.9% | +20.7% |
| YTD | +36.2% | -44.0% | +80.2% | +46.9% |
| 1Y | +76.1% | -30.5% | +106.7% | +82.8% |
| 3Y | +102.5% | -56.8% | +159.3% | +121.2% |
| 5Y | +103.5% | -81.7% | +185.2% | +147.5% |
| 10Y | +619.2% | +68.4% | +550.8% | +334.9% |
| All | +619.2% | +63.0% | +556.1% | +334.9% |
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 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