+1,940.0%
ENPH vs RBA
+189.2%
+1,750.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.1% |
| 7D | +3.4% | -1.9% | +5.3% | +4.4% |
| 30D | -10.3% | -13.0% | +2.7% | -3.7% |
| 3M | -31.4% | -23.1% | -8.3% | -22.0% |
| 6M | -10.1% | -22.6% | +12.5% | +1.3% |
| YTD | +14.6% | -20.4% | +35.0% | +27.2% |
| 1Y | -3.2% | -29.6% | +26.4% | +14.6% |
| 3Y | -69.5% | +26.6% | -96.0% | -74.2% |
| 5Y | -77.2% | +38.2% | -115.4% | -82.3% |
| 10Y | +1,940.0% | +194.7% | +1,745.3% | +915.9% |
| All | +1,940.0% | +189.2% | +1,750.8% | +915.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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