+596.3%
ROL vs EPAM
+751.2%
-154.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | -1.4% | +2.0% | -3.4% | -1.7% |
| 30D | -4.1% | +6.5% | -10.6% | -5.2% |
| 3M | -22.5% | +19.9% | -42.4% | -25.0% |
| 6M | -37.7% | -16.9% | -20.7% | -36.6% |
| YTD | -39.6% | -42.9% | +3.3% | -35.6% |
| 1Y | -36.0% | -30.4% | -5.6% | -33.9% |
| 3Y | -5.1% | -54.7% | +49.6% | +1.5% |
| 5Y | -3.4% | -81.8% | +78.4% | +13.7% |
| 10Y | +215.2% | +65.5% | +149.8% | +143.2% |
| All | +596.3% | +751.2% | -154.9% | +400.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling