+8.8%
ROP vs EPAM
-10.0%
+18.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.9% | +18.5% | -21.5% | -7.8% |
| 30D | +30.1% | +44.0% | -14.0% | +16.9% |
| 3M | +19.9% | +63.0% | -43.1% | +4.0% |
| 6M | +46.0% | +67.3% | -21.2% | +23.7% |
| YTD | +8.4% | -20.5% | +28.9% | +10.9% |
| 1Y | +8.8% | -9.6% | +18.4% | +10.0% |
| All | +8.8% | -10.0% | +18.9% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling