+467.5%
ROP vs EPAM
+1,105.1%
-637.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +20.6% | -20.9% | -4.1% |
| 7D | +9.2% | +23.0% | -13.8% | +4.5% |
| 30D | +35.5% | +51.6% | -16.1% | +24.7% |
| 3M | +24.4% | +50.8% | -26.4% | +14.2% |
| 6M | +38.0% | +51.1% | -13.1% | +26.1% |
| YTD | +11.1% | -19.1% | +30.2% | +12.9% |
| 1Y | +10.9% | +3.0% | +7.9% | +7.8% |
| 3Y | -0.5% | -31.2% | +30.7% | +0.8% |
| 5Y | +4.5% | -76.5% | +81.0% | +21.9% |
| 10Y | +207.5% | +168.4% | +39.0% | +110.9% |
| All | +467.5% | +1,105.1% | -637.6% | +212.3% |
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 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