+208.0%
RSP vs EPAM
+65.3%
+142.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -0.8% | +2.0% | -2.7% | -1.2% |
| 30D | -0.3% | +6.5% | -6.9% | -1.9% |
| 3M | +4.3% | +19.9% | -15.7% | -0.3% |
| 6M | +8.8% | -16.9% | +25.8% | +11.4% |
| YTD | +15.3% | -42.9% | +58.1% | +26.1% |
| 1Y | +18.3% | -30.4% | +48.7% | +23.8% |
| 3Y | +52.8% | -54.7% | +107.5% | +68.8% |
| 5Y | +51.7% | -81.8% | +133.5% | +93.9% |
| All | +208.0% | +65.3% | +142.6% | +94.3% |
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