+3.8%
ROL vs EPAM
-31.2%
+35.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.1% |
| 7D | +2.9% | +18.8% | -15.9% | +1.7% |
| 30D | +20.1% | +44.9% | -24.8% | +17.4% |
| 3M | +3.2% | +68.6% | -65.4% | +0.1% |
| 6M | -28.0% | +65.4% | -93.4% | -30.3% |
| YTD | -35.3% | -19.9% | -15.4% | -35.8% |
| 1Y | -33.6% | -10.0% | -23.6% | -34.4% |
| 3Y | +3.8% | -30.3% | +34.0% | +1.0% |
| All | +3.8% | -31.2% | +35.0% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling