-16.7%
RKT vs EPAM
-46.2%
+29.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.5% |
| 7D | +17.7% | +13.4% | +4.3% | +13.6% |
| 30D | +31.6% | +47.1% | -15.4% | +19.5% |
| 3M | +13.9% | +71.2% | -57.3% | -0.1% |
| 6M | +2.8% | +48.9% | -46.1% | -8.0% |
| YTD | -22.2% | -22.2% | 0.0% | -19.9% |
| 1Y | -3.5% | -5.2% | +1.6% | -5.4% |
| 3Y | +95.3% | -34.9% | +130.2% | +103.6% |
| 5Y | -0.4% | -77.4% | +77.0% | +34.2% |
| All | -16.7% | -46.2% | +29.6% | -36.4% |
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 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