+65.7%
RIOT vs EPAM
-32.1%
+97.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +2.8% |
| 7D | +14.8% | +2.0% | +12.8% | +15.1% |
| 30D | +1.4% | +6.5% | -5.1% | +2.6% |
| 3M | -20.6% | +19.9% | -40.6% | -16.6% |
| 6M | +31.9% | -16.9% | +48.8% | +43.2% |
| YTD | +72.1% | -42.9% | +114.9% | +96.9% |
| 1Y | +65.7% | -30.4% | +96.0% | +96.6% |
| All | +65.7% | -32.1% | +97.8% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling