+60.3%
RRC vs EPAM
-30.1%
+90.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +6.4% | +2.4% | +4.0% | +6.2% |
| 30D | +23.9% | +42.3% | -18.5% | +19.7% |
| 3M | +30.2% | +60.7% | -30.5% | +24.3% |
| 6M | +26.3% | +80.5% | -54.2% | +18.5% |
| YTD | +48.1% | -20.4% | +68.4% | +49.8% |
| 1Y | +37.7% | -9.6% | +47.3% | +36.6% |
| 3Y | +60.3% | -30.5% | +90.8% | +57.5% |
| All | +60.3% | -30.1% | +90.4% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling