-20.1%
RKT vs EPAM
-45.1%
+25.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -3.8% | +18.5% | -22.3% | -8.1% |
| 30D | +32.8% | +44.0% | -11.2% | +21.1% |
| 3M | +0.8% | +63.0% | -62.1% | -10.7% |
| 6M | -2.6% | +67.3% | -69.9% | -15.1% |
| YTD | -25.4% | -20.5% | -4.9% | -23.6% |
| 1Y | -19.1% | -9.6% | -9.5% | -19.8% |
| 3Y | +83.2% | -30.8% | +114.0% | +87.9% |
| 5Y | +0.8% | -75.6% | +76.5% | +32.0% |
| All | -20.1% | -45.1% | +25.0% | -39.4% |
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