+55.0%
RRC vs EPAM
+170.1%
-115.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +0.9% | -2.3% |
| 7D | -10.8% | +13.4% | -24.2% | -13.1% |
| 30D | +22.3% | +47.1% | -24.8% | +13.7% |
| 3M | +26.6% | +71.2% | -44.6% | +14.4% |
| 6M | +18.9% | +48.9% | -30.0% | +9.1% |
| YTD | +39.2% | -22.2% | +61.4% | +41.8% |
| 1Y | +34.0% | -5.2% | +39.1% | +31.2% |
| 3Y | +42.0% | -34.9% | +77.0% | +44.5% |
| 5Y | +111.9% | -77.4% | +189.3% | +166.0% |
| All | +55.0% | +170.1% | -115.1% | -17.1% |
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