+187.9%
RL vs EPAM
+1,105.1%
-917.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +20.6% | -28.0% | -11.4% |
| 7D | -4.7% | +23.0% | -27.7% | -9.3% |
| 30D | +3.6% | +51.6% | -48.0% | -5.7% |
| 3M | +0.5% | +50.8% | -50.3% | -9.1% |
| 6M | +6.6% | +51.1% | -44.5% | -4.7% |
| YTD | +8.8% | -19.1% | +28.0% | +10.2% |
| 1Y | +21.8% | +3.0% | +18.8% | +16.7% |
| 3Y | +245.8% | -31.2% | +277.0% | +251.2% |
| 5Y | +230.0% | -76.5% | +306.5% | +288.1% |
| 10Y | +369.4% | +168.4% | +201.0% | +221.3% |
| All | +187.9% | +1,105.1% | -917.2% | +56.1% |
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