+15.5%
ROL vs EPAM
-76.2%
+91.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.8% | +18.5% | -17.8% | -0.5% |
| 30D | +20.6% | +44.0% | -23.5% | +17.4% |
| 3M | +4.5% | +63.0% | -58.5% | +0.9% |
| 6M | -26.5% | +67.3% | -93.8% | -29.4% |
| YTD | -34.8% | -20.5% | -14.3% | -34.6% |
| 1Y | -33.2% | -9.6% | -23.6% | -33.5% |
| 3Y | +4.5% | -30.8% | +35.3% | +4.3% |
| 5Y | +15.5% | -75.6% | +91.2% | +25.8% |
| All | +15.5% | -76.2% | +91.7% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling