+831.8%
RMD vs EPAM
+751.2%
+80.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -5.0% | +2.0% | -6.9% | -5.4% |
| 30D | +2.2% | +6.5% | -4.3% | +0.6% |
| 3M | +17.8% | +19.9% | -2.1% | +12.9% |
| 6M | -11.3% | -16.9% | +5.6% | -9.1% |
| YTD | -4.4% | -42.9% | +38.5% | +4.7% |
| 1Y | -15.7% | -30.4% | +14.7% | -11.5% |
| 3Y | +47.7% | -54.7% | +102.5% | +63.4% |
| 5Y | -19.2% | -81.8% | +62.6% | +0.3% |
| 10Y | +280.4% | +65.5% | +214.9% | +191.1% |
| All | +831.8% | +751.2% | +80.6% | +483.2% |
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