-18.9%
RIO vs EPAM
+46.1%
-65.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +0.7% |
| 7D | +2.2% | +13.4% | -11.1% | +2.4% |
| 30D | -10.1% | +47.1% | -57.2% | -10.7% |
| 3M | -14.1% | +71.2% | -85.3% | -15.2% |
| 6M | -18.9% | +48.9% | -67.8% | -19.8% |
| All | -18.9% | +46.1% | -65.0% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling