+632.4%
RIOT vs EPAM
+158.4%
+473.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +20.8% | -1.1% | +21.9% | +21.0% |
| 30D | +7.0% | +41.8% | -34.9% | -11.2% |
| 3M | -12.3% | +63.4% | -75.6% | -32.8% |
| 6M | -27.3% | +72.2% | -99.5% | -48.8% |
| YTD | +40.7% | -20.0% | +60.8% | +41.9% |
| 1Y | +15.3% | -9.0% | +24.4% | +8.4% |
| 3Y | +72.1% | -30.4% | +102.5% | +73.8% |
| 5Y | -59.7% | -75.6% | +15.9% | -32.5% |
| All | +632.4% | +158.4% | +473.9% | +827.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling