+251.8%
RL vs EPAM
-31.1%
+282.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +20.6% | -28.0% | -10.0% |
| 7D | -4.7% | +23.0% | -27.7% | -7.7% |
| 30D | +3.6% | +51.6% | -48.0% | -3.3% |
| 3M | +0.5% | +50.8% | -50.3% | -6.6% |
| 6M | +6.6% | +51.1% | -44.5% | -1.4% |
| YTD | +8.8% | -19.1% | +28.0% | +15.2% |
| 1Y | +21.8% | +3.0% | +18.8% | +20.2% |
| All | +251.8% | -31.1% | +282.8% | +245.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling