+192.6%
ROP vs EPAM
+170.1%
+22.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.1% |
| 7D | +2.1% | +13.4% | -11.2% | -0.9% |
| 30D | +32.9% | +47.1% | -14.2% | +22.2% |
| 3M | +20.0% | +71.2% | -51.1% | +6.9% |
| 6M | +36.4% | +48.9% | -12.5% | +24.0% |
| YTD | +7.8% | -22.2% | +30.1% | +10.6% |
| 1Y | +8.0% | -5.2% | +13.2% | +6.4% |
| 3Y | -3.5% | -34.9% | +31.5% | -1.2% |
| 5Y | +1.5% | -77.4% | +78.9% | +26.7% |
| All | +192.6% | +170.1% | +22.5% | +62.1% |
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