+65.6%
RIOT vs EPAM
-32.1%
+97.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +1.9% |
| 7D | +25.1% | -0.9% | +26.0% | +25.0% |
| 30D | +8.5% | +18.4% | -9.9% | +11.0% |
| 3M | -13.4% | +19.2% | -32.6% | -9.1% |
| 6M | +57.1% | -21.0% | +78.1% | +71.3% |
| YTD | +75.7% | -43.7% | +119.4% | +101.0% |
| 1Y | +65.6% | -29.9% | +95.5% | +94.9% |
| All | +65.6% | -32.1% | +97.7% | +94.9% |
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