-17.7%
ROK vs EPAM
+46.1%
-63.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -2.3% |
| 7D | -13.8% | +13.4% | -27.2% | -10.0% |
| 30D | -14.9% | +47.1% | -62.0% | -8.7% |
| 3M | -14.7% | +71.2% | -85.8% | -6.8% |
| 6M | -17.7% | +48.9% | -66.6% | -8.6% |
| All | -17.7% | +46.1% | -63.8% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling