+220.7%
ROL vs EPAM
+157.4%
+63.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +19.8% | +42.3% | -22.6% | +13.1% |
| 3M | +7.9% | +60.7% | -52.8% | -0.1% |
| 6M | -25.6% | +80.5% | -106.1% | -32.9% |
| YTD | -34.1% | -20.4% | -13.8% | -33.2% |
| 1Y | -31.4% | -9.6% | -21.8% | -31.8% |
| 3Y | +4.7% | -30.5% | +35.2% | +4.8% |
| 5Y | +15.6% | -75.7% | +91.3% | +38.5% |
| All | +220.7% | +157.4% | +63.3% | +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