+276.6%
ENPH vs RBA
+440.8%
-164.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.3% | -5.1% |
| 7D | -9.1% | +3.2% | -12.3% | -10.5% |
| 30D | -15.8% | +12.0% | -27.8% | -20.3% |
| 3M | -32.5% | +2.9% | -35.3% | -33.7% |
| 6M | -24.2% | -6.3% | -17.9% | -22.8% |
| YTD | -13.8% | -5.9% | -7.9% | -12.5% |
| 1Y | -15.8% | -3.9% | -11.9% | -15.4% |
| 3Y | -64.6% | +64.9% | -129.4% | -73.0% |
| 5Y | -88.1% | +48.5% | -136.5% | -90.7% |
| 10Y | +2,367.9% | +211.8% | +2,156.1% | +1,264.9% |
| All | +276.6% | +440.8% | -164.2% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling