+268.2%
ROK vs EPAM
+165.6%
+102.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | -8.5% | +18.5% | -27.0% | -12.6% |
| 30D | -6.4% | +44.0% | -50.4% | -14.6% |
| 3M | -8.8% | +63.0% | -71.8% | -19.5% |
| 6M | -10.5% | +67.3% | -77.8% | -22.8% |
| YTD | +5.4% | -20.5% | +25.9% | +7.7% |
| 1Y | +5.0% | -9.6% | +14.6% | +3.8% |
| 3Y | +64.3% | -30.8% | +95.1% | +66.8% |
| 5Y | +34.0% | -75.6% | +109.6% | +67.9% |
| 10Y | +268.2% | +159.6% | +108.6% | +102.0% |
| All | +268.2% | +165.6% | +102.6% | +102.0% |
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