-26.4%
RRC vs EPAM
+751.2%
-777.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +1.3% | +2.0% | -0.6% | +1.0% |
| 30D | +10.1% | +6.5% | +3.6% | +8.7% |
| 3M | +4.0% | +19.9% | -15.9% | +0.4% |
| 6M | +1.6% | -16.9% | +18.5% | +3.5% |
| YTD | +19.7% | -42.9% | +62.6% | +28.2% |
| 1Y | +21.4% | -30.4% | +51.8% | +25.4% |
| 3Y | +29.7% | -54.7% | +84.4% | +40.0% |
| 5Y | +153.9% | -81.8% | +235.7% | +203.8% |
| 10Y | +10.8% | +65.5% | -54.6% | -15.3% |
| All | -26.4% | +751.2% | -777.6% | -54.9% |
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 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