-11.8%
RRC vs EPAM
+1,105.1%
-1,116.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +20.6% | -24.3% | -6.8% |
| 7D | -6.9% | +23.0% | -29.9% | -10.2% |
| 30D | +25.4% | +51.6% | -26.2% | +17.0% |
| 3M | +31.9% | +50.8% | -18.9% | +22.6% |
| 6M | +17.2% | +51.1% | -33.9% | +8.3% |
| YTD | +43.4% | -19.1% | +62.5% | +44.7% |
| 1Y | +36.7% | +3.0% | +33.8% | +32.4% |
| 3Y | +38.8% | -31.2% | +70.0% | +39.7% |
| 5Y | +118.3% | -76.5% | +194.8% | +151.9% |
| 10Y | +67.7% | +168.4% | -100.7% | +19.2% |
| All | -11.8% | +1,105.1% | -1,116.9% | -49.1% |
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 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