+447.1%
RSP vs EPAM
+1,105.1%
-658.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -6.5% |
| 7D | -1.4% | +23.0% | -24.5% | -5.4% |
| 30D | +2.1% | +51.6% | -49.4% | -5.7% |
| 3M | -0.9% | +50.8% | -51.7% | -8.9% |
| 6M | +7.5% | +51.1% | -43.6% | -1.9% |
| YTD | +14.6% | -19.1% | +33.7% | +16.1% |
| 1Y | +17.6% | +3.0% | +14.6% | +13.8% |
| 3Y | +60.8% | -31.2% | +91.9% | +62.5% |
| 5Y | +46.1% | -76.5% | +122.6% | +70.1% |
| 10Y | +221.4% | +168.4% | +53.0% | +122.7% |
| All | +447.1% | +1,105.1% | -658.0% | +219.0% |
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