+860.2%
RMD vs EPAM
+1,058.6%
-198.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.9% |
| 7D | +2.3% | +13.4% | -11.0% | -0.6% |
| 30D | +4.1% | +47.1% | -42.9% | -4.1% |
| 3M | +5.7% | +71.2% | -65.5% | -5.7% |
| 6M | +12.9% | +48.9% | -36.0% | +2.6% |
| YTD | -1.5% | -22.2% | +20.7% | +0.8% |
| 1Y | -4.8% | -5.2% | +0.4% | -6.4% |
| 3Y | +57.5% | -34.9% | +92.4% | +61.2% |
| 5Y | -5.5% | -77.4% | +71.9% | +12.4% |
| 10Y | +357.8% | +158.1% | +199.7% | +221.9% |
| All | +860.2% | +1,058.6% | -198.4% | +461.4% |
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