+395.5%
ENPH vs RBA
+369.9%
+25.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -2.4% | -2.9% | +0.6% | -0.9% |
| 30D | -6.6% | -12.3% | +5.7% | -0.7% |
| 3M | -46.8% | -20.5% | -26.3% | -41.0% |
| 6M | -14.7% | -18.5% | +3.8% | -7.1% |
| YTD | +13.5% | -18.2% | +31.7% | +23.5% |
| 1Y | -0.4% | -27.5% | +27.1% | +14.7% |
| 3Y | -71.7% | +38.1% | -109.8% | -76.7% |
| 5Y | -79.1% | +44.8% | -123.9% | -83.6% |
| 10Y | +1,898.4% | +187.1% | +1,711.2% | +1,059.4% |
| All | +395.5% | +369.9% | +25.6% | +98.9% |
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 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