+296.2%
ENPH vs RBA
+438.7%
-142.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.0% |
| 7D | +4.1% | +2.5% | +1.6% | +2.9% |
| 30D | -11.4% | +11.6% | -22.9% | -16.0% |
| 3M | -30.5% | +1.5% | -32.1% | -31.3% |
| 6M | -20.2% | -6.6% | -13.6% | -18.6% |
| YTD | -9.3% | -6.3% | -3.0% | -7.8% |
| 1Y | -3.8% | -4.0% | +0.2% | -3.2% |
| 3Y | -61.5% | +47.3% | -108.8% | -69.2% |
| 5Y | -87.9% | +47.7% | -135.5% | -90.5% |
| 10Y | +2,519.8% | +224.7% | +2,295.1% | +1,328.2% |
| All | +296.2% | +438.7% | -142.5% | +48.5% |
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 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