-16.0%
RKT vs EPAM
-47.1%
+31.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.2% |
| 7D | +10.3% | +9.1% | +1.3% | +7.4% |
| 30D | +32.3% | +38.5% | -6.2% | +21.8% |
| 3M | +10.7% | +61.0% | -50.2% | -1.6% |
| 6M | -3.2% | +58.0% | -61.2% | -14.4% |
| YTD | -21.5% | -23.5% | +1.9% | -18.9% |
| 1Y | -6.0% | -10.5% | +4.5% | -6.5% |
| 3Y | +104.2% | -33.8% | +138.1% | +111.8% |
| 5Y | +2.5% | -78.1% | +80.6% | +39.6% |
| All | -16.0% | -47.1% | +31.1% | -35.6% |
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