+30.8%
RRC vs EPAM
-11.8%
+42.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.3% |
| 7D | -10.3% | +9.1% | -19.4% | -10.2% |
| 30D | +19.5% | +38.5% | -19.0% | +18.8% |
| 3M | +27.9% | +61.0% | -33.0% | +27.0% |
| 6M | +21.2% | +58.0% | -36.9% | +19.6% |
| YTD | +39.6% | -23.5% | +63.0% | +28.9% |
| All | +30.8% | -11.8% | +42.6% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling