+405.8%
RIO vs EPAM
+170.1%
+235.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +1.2% |
| 7D | +2.2% | +13.4% | -11.1% | 0.0% |
| 30D | -10.1% | +47.1% | -57.2% | -15.6% |
| 3M | -14.1% | +71.2% | -85.3% | -21.4% |
| 6M | -18.9% | +48.9% | -67.8% | -24.8% |
| YTD | +9.9% | -22.2% | +32.2% | +12.1% |
| 1Y | +27.0% | -5.2% | +32.2% | +25.3% |
| 3Y | +50.1% | -34.9% | +85.0% | +52.9% |
| 5Y | +95.3% | -77.4% | +172.7% | +134.5% |
| All | +405.8% | +170.1% | +235.7% | +186.1% |
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