+355.9%
RL vs EPAM
+168.6%
+187.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.7% |
| 7D | +1.3% | +18.8% | -17.5% | -3.3% |
| 30D | +7.6% | +44.9% | -37.3% | -2.0% |
| 3M | -1.5% | +68.6% | -70.1% | -13.7% |
| 6M | +12.1% | +65.4% | -53.3% | -3.1% |
| YTD | +13.9% | -19.9% | +33.8% | +16.1% |
| 1Y | +20.7% | -10.0% | +30.7% | +19.2% |
| 3Y | +260.6% | -30.3% | +290.8% | +265.7% |
| 5Y | +248.9% | -75.7% | +324.5% | +326.4% |
| 10Y | +355.9% | +167.2% | +188.7% | +153.4% |
| All | +355.9% | +168.6% | +187.3% | +153.4% |
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