+348.7%
RMD vs EPAM
+163.7%
+185.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +1.2% | +9.1% | -7.9% | -1.2% |
| 30D | +2.5% | +38.5% | -36.0% | -5.3% |
| 3M | +11.5% | +61.0% | -49.4% | -0.4% |
| 6M | +14.7% | +58.0% | -43.4% | +1.7% |
| YTD | -1.3% | -23.5% | +22.1% | +1.6% |
| 1Y | -5.3% | -10.5% | +5.3% | -5.9% |
| 3Y | +68.8% | -33.8% | +102.6% | +72.4% |
| 5Y | -5.9% | -78.1% | +72.3% | +22.2% |
| 10Y | +348.7% | +157.7% | +191.0% | +103.5% |
| All | +348.7% | +163.7% | +185.0% | +103.5% |
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