+140.0%
ROP vs EPAM
+65.3%
+74.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.1% |
| 7D | -4.4% | +2.0% | -6.4% | -4.8% |
| 30D | +3.2% | +6.5% | -3.3% | +1.5% |
| 3M | +23.1% | +19.9% | +3.1% | +17.8% |
| 6M | +13.3% | -16.9% | +30.2% | +16.3% |
| YTD | -7.9% | -42.9% | +35.0% | +1.2% |
| 1Y | -22.1% | -30.4% | +8.3% | -17.9% |
| 3Y | -16.8% | -54.7% | +37.9% | -7.9% |
| 5Y | -13.5% | -81.8% | +68.3% | +11.3% |
| All | +140.0% | +65.3% | +74.7% | +47.5% |
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