+316.1%
RL vs EPAM
+65.3%
+250.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | -7.8% | +6.5% | -14.3% | -9.7% |
| 3M | -4.0% | +19.9% | -23.9% | -9.4% |
| 6M | -1.9% | -16.9% | +15.0% | +0.6% |
| YTD | -0.2% | -42.9% | +42.7% | +11.1% |
| 1Y | +10.7% | -30.4% | +41.0% | +16.6% |
| 3Y | +210.8% | -54.7% | +265.5% | +251.9% |
| 5Y | +238.2% | -81.8% | +320.0% | +342.7% |
| All | +316.1% | +65.3% | +250.8% | +154.5% |
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