+319.7%
RL vs EPAM
+157.4%
+162.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +2.6% | +2.4% | +0.2% | +2.0% |
| 30D | +2.9% | +42.3% | -39.4% | -5.9% |
| 3M | 0.0% | +60.7% | -60.7% | -11.4% |
| 6M | +17.1% | +80.5% | -63.4% | -0.9% |
| YTD | +10.1% | -20.4% | +30.5% | +12.4% |
| 1Y | +17.3% | -9.6% | +26.9% | +15.8% |
| 3Y | +249.3% | -30.5% | +279.8% | +254.5% |
| 5Y | +240.9% | -75.7% | +316.6% | +316.7% |
| All | +319.7% | +157.4% | +162.3% | +128.8% |
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