+805.4%
RIOT vs EPAM
+59.6%
+745.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.2% |
| 7D | +14.8% | +2.0% | +12.8% | +13.9% |
| 30D | +1.4% | +6.5% | -5.1% | -2.7% |
| 3M | -20.6% | +19.9% | -40.6% | -30.7% |
| 6M | +31.9% | -16.9% | +48.8% | +35.6% |
| YTD | +72.1% | -42.9% | +114.9% | +109.2% |
| 1Y | +65.7% | -30.4% | +96.0% | +79.1% |
| 3Y | +97.5% | -54.7% | +152.2% | +153.5% |
| 5Y | -36.7% | -81.8% | +45.1% | +22.4% |
| 10Y | +550.1% | +65.5% | +484.7% | +481.5% |
| All | +805.4% | +59.6% | +745.8% | +684.5% |
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