+56.7%
RRC vs EPAM
+163.7%
-107.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | -10.3% | +9.1% | -19.4% | -12.0% |
| 30D | +19.5% | +38.5% | -19.0% | +12.3% |
| 3M | +27.9% | +61.0% | -33.0% | +16.9% |
| 6M | +21.2% | +58.0% | -36.9% | +10.0% |
| YTD | +39.6% | -23.5% | +63.0% | +42.5% |
| 1Y | +31.3% | -10.5% | +41.8% | +30.0% |
| 3Y | +51.9% | -33.8% | +85.8% | +54.0% |
| 5Y | +110.2% | -78.1% | +188.3% | +166.2% |
| 10Y | +56.7% | +157.7% | -101.1% | -15.9% |
| All | +56.7% | +163.7% | -107.0% | -15.9% |
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