+214.9%
ROL vs EPAM
+163.7%
+51.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.3% |
| 7D | +7.5% | +9.1% | -1.5% | +5.8% |
| 30D | +21.1% | +38.5% | -17.3% | +14.9% |
| 3M | +3.1% | +61.0% | -57.8% | -4.5% |
| 6M | -27.4% | +58.0% | -85.5% | -33.2% |
| YTD | -34.7% | -23.5% | -11.3% | -33.4% |
| 1Y | -32.9% | -10.5% | -22.4% | -33.2% |
| 3Y | +6.1% | -33.8% | +40.0% | +7.2% |
| 5Y | +16.3% | -78.1% | +94.5% | +43.4% |
| 10Y | +214.9% | +157.7% | +57.1% | +75.7% |
| All | +214.9% | +163.7% | +51.2% | +75.7% |
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