-61.5%
ENPH vs RBA
+48.1%
-109.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.1% |
| 7D | +4.1% | +2.5% | +1.6% | +3.0% |
| 30D | -11.4% | +11.6% | -22.9% | -15.5% |
| 3M | -30.5% | +1.5% | -32.1% | -31.1% |
| 6M | -20.2% | -6.6% | -13.6% | -18.6% |
| YTD | -9.3% | -6.3% | -3.0% | -7.0% |
| 1Y | -3.8% | -4.0% | +0.2% | -2.4% |
| 3Y | -61.5% | +47.3% | -108.8% | -66.5% |
| All | -61.5% | +48.1% | -109.6% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling