+339.6%
RIO vs EPAM
+751.2%
-411.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | +4.0% | +6.5% | -2.6% | +2.6% |
| 3M | +0.1% | +19.9% | -19.8% | -3.5% |
| 6M | +12.7% | -16.9% | +29.6% | +14.9% |
| YTD | +35.6% | -42.9% | +78.4% | +46.1% |
| 1Y | +73.7% | -30.4% | +104.1% | +80.5% |
| 3Y | +93.3% | -54.7% | +148.0% | +110.1% |
| 5Y | +92.4% | -81.8% | +174.2% | +130.3% |
| 10Y | +606.9% | +65.5% | +541.5% | +384.9% |
| All | +339.6% | +751.2% | -411.6% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling