+90.3%
RIO vs EPAM
-75.7%
+166.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.1% |
| 30D | -9.1% | +42.3% | -51.4% | -11.8% |
| 3M | -13.7% | +60.7% | -74.3% | -17.2% |
| 6M | -24.3% | +80.5% | -104.8% | -28.3% |
| YTD | +8.9% | -20.4% | +29.3% | +10.1% |
| 1Y | +22.7% | -9.6% | +32.3% | +22.7% |
| 3Y | +51.2% | -30.5% | +81.7% | +52.0% |
| All | +90.3% | -75.7% | +166.0% | +95.8% |
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