+180.7%
ROP vs EPAM
+168.6%
+12.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -0.4% |
| 7D | +0.2% | +18.8% | -18.6% | -3.7% |
| 30D | +30.3% | +44.9% | -14.6% | +20.2% |
| 3M | +17.8% | +68.6% | -50.8% | +5.2% |
| 6M | +38.9% | +65.4% | -26.5% | +23.6% |
| YTD | +7.6% | -19.9% | +27.5% | +9.7% |
| 1Y | +6.5% | -10.0% | +16.5% | +6.0% |
| 3Y | -6.3% | -30.3% | +24.0% | -5.4% |
| 5Y | +0.9% | -75.7% | +76.6% | +23.3% |
| 10Y | +180.7% | +167.2% | +13.5% | +55.1% |
| All | +180.7% | +168.6% | +12.1% | +55.1% |
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