+6.2%
ROL vs EPAM
-31.1%
+37.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +20.6% | -19.6% | -0.2% |
| 7D | +11.7% | +23.0% | -11.3% | +10.3% |
| 30D | +27.7% | +51.6% | -23.9% | +24.5% |
| 3M | +3.7% | +50.8% | -47.1% | +1.0% |
| 6M | -27.8% | +51.1% | -78.9% | -29.9% |
| YTD | -34.7% | -19.1% | -15.6% | -35.3% |
| 1Y | -34.1% | +3.0% | -37.1% | -35.1% |
| All | +6.2% | -31.1% | +37.3% | +3.6% |
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 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