-26.7%
RIOT vs EPAM
-81.7%
+55.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | +25.1% | -0.9% | +26.0% | +25.6% |
| 30D | +8.5% | +18.4% | -9.9% | +1.1% |
| 3M | -13.4% | +19.2% | -32.6% | -22.7% |
| 6M | +57.1% | -21.0% | +78.1% | +66.4% |
| YTD | +75.7% | -43.7% | +119.4% | +113.4% |
| 1Y | +65.6% | -29.9% | +95.5% | +78.6% |
| 3Y | +103.3% | -56.5% | +159.8% | +162.7% |
| 5Y | -26.7% | -81.7% | +54.9% | +51.1% |
| All | -26.7% | -81.7% | +55.0% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling