+450.9%
ROP vs EPAM
+1,058.6%
-607.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.2% |
| 7D | +2.1% | +13.4% | -11.2% | -0.7% |
| 30D | +32.9% | +47.1% | -14.2% | +23.0% |
| 3M | +20.0% | +71.2% | -51.1% | +7.9% |
| 6M | +36.4% | +48.9% | -12.5% | +25.0% |
| YTD | +7.8% | -22.2% | +30.1% | +10.4% |
| 1Y | +8.0% | -5.2% | +13.2% | +6.6% |
| 3Y | -3.5% | -34.9% | +31.5% | -1.2% |
| 5Y | +1.5% | -77.4% | +78.9% | +19.2% |
| 10Y | +198.5% | +158.1% | +40.4% | +106.3% |
| All | +450.9% | +1,058.6% | -607.7% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling