-69.8%
ENPH vs RBA
+25.0%
-94.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +1.5% | -3.3% | +4.8% | +3.0% |
| 30D | -12.9% | -9.8% | -3.1% | -8.8% |
| 3M | -27.1% | -23.5% | -3.7% | -18.4% |
| 6M | -15.4% | -21.5% | +6.1% | -6.7% |
| YTD | +15.0% | -21.2% | +36.2% | +27.4% |
| 1Y | -0.7% | -30.2% | +29.5% | +16.2% |
| All | -69.8% | +25.0% | -94.9% | -72.9% |
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 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