+216.0%
ROL vs EPAM
+170.1%
+45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.5% |
| 7D | +9.5% | +13.4% | -3.9% | +7.1% |
| 30D | +22.9% | +47.1% | -24.1% | +15.6% |
| 3M | +3.5% | +71.2% | -67.6% | -5.0% |
| 6M | -29.4% | +48.9% | -78.3% | -34.4% |
| YTD | -36.1% | -22.2% | -13.8% | -34.9% |
| 1Y | -34.4% | -5.2% | -29.2% | -35.2% |
| 3Y | +4.0% | -34.9% | +39.0% | +5.4% |
| 5Y | +13.2% | -77.4% | +90.6% | +38.4% |
| All | +216.0% | +170.1% | +45.9% | +76.3% |
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