-5.5%
ROP vs EPAM
-36.8%
+31.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -1.6% | +9.1% | -10.7% | -3.7% |
| 30D | +29.5% | +38.5% | -8.9% | +20.8% |
| 3M | +17.5% | +61.0% | -43.4% | +6.4% |
| 6M | +38.1% | +58.0% | -20.0% | +24.2% |
| YTD | +7.0% | -23.5% | +30.4% | +7.8% |
| 1Y | +6.5% | -10.5% | +17.1% | +4.9% |
| 3Y | -5.5% | -33.8% | +28.4% | -4.3% |
| All | -5.5% | -36.8% | +31.3% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling