+95.8%
RIO vs EPAM
-81.9%
+177.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | +4.0% | +6.5% | -2.6% | +3.3% |
| 3M | +0.1% | +19.9% | -19.8% | -1.6% |
| 6M | +12.7% | -16.9% | +29.6% | +14.0% |
| YTD | +35.6% | -42.9% | +78.4% | +41.1% |
| 1Y | +73.7% | -30.4% | +104.1% | +77.5% |
| 3Y | +93.3% | -54.7% | +148.0% | +101.4% |
| All | +95.8% | -81.9% | +177.7% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling