-6.6%
RKT vs EPAM
-75.8%
+69.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -5.2% |
| 7D | -7.5% | -1.1% | -6.4% | -7.4% |
| 30D | +26.6% | +41.8% | -15.3% | +16.6% |
| 3M | -2.4% | +63.4% | -65.8% | -12.8% |
| 6M | -7.4% | +72.2% | -79.6% | -18.9% |
| YTD | -29.2% | -20.0% | -9.1% | -27.7% |
| 1Y | -23.5% | -9.0% | -14.5% | -24.2% |
| 3Y | +73.9% | -30.4% | +104.3% | +78.2% |
| 5Y | -6.6% | -75.6% | +69.0% | +9.0% |
| All | -6.6% | -75.8% | +69.1% | +9.0% |
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